Stochastic Methods

A Handbook for the Natural and Social Sciences

Description

Further, in response to the revolution in financial markets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic methods to financial markets.

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Writer: Gardiner, Crispin
Title: Stochastic Methods
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Year: 2009
Language: English
Pages: 447
Weight: 867 gr

EAN: 9783540707127
Dimensions: 243 x 167 x 31 mm
Binding format: Gebonden

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Stochastic Methods

A Handbook for the Natural and Social Sciences

Description

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