Stochastic Calculus with Infinitesimals

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Stochastic Calculus with Infinitesimals

種類:

電子ブック

責任表示:

by Frederik Herzberg

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013

著者名:

シリーズ名:

Lecture Notes in Mathematics ; 2067

ISBN:

9783642331497 [3642331491]

ローカル注記:

学内専用E-BOOKS (local access only)

オンライン

http://dx.doi.org/10.1007/978-3-642-33149-7

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詳細

主題:

Game Theory, Economics, Social and Behav. Sciences; Mathematical Logic and Foundations; Mathematical Physics; Mathematics; Probability Theory and Stochastic Processes

分類・件名:

DC23 : 511.3
LCSH : Mathematics
LCSH : Logic, Symbolic and mathematical
LCSH : Distribution (Probability theory)
FREE : Mathematics
FREE : Mathematical Logic and Foundations
FREE : Probability Theory and Stochastic Processes
FREE : Game Theory, Economics, Social and Behav. Sciences
FREE : Mathematical Physics

形態:

XVIII, 112 p : digital

目次情報:

1 Infinitesimal calculus, consistently and accessibly
2 Radically elementary probability theory
3 Radically elementary stochastic integrals
4 The radically elementary Girsanov theorem and the diffusion invariance principle
5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing
6 Excursion to financial engineering: Volatility invariance in the Black-Scholes model
7 A radically elementary theory of Itô diffusions and associated partial differential equations
8 Excursion to mathematical physics: A radically elementary definition of Feynman path integrals
9 A radically elementary theory of Lévy processes
10 Final remarks

1 Infinitesimal calculus, consistently and accessibly
2 Radically elementary probability theory
3 Radically elementary stochastic integrals
4 The radically elementary Girsanov theorem and the diffusion invariance principle
5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing
6 Excursion to financial engineering: Volatility invariance in the Black-Scholes model

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書誌ID:

KB00010321

内容紹介

目次情報

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