How Long to Read Continuous Stochastic Calculus with Applications to Finance

By Michael Meyer

How Long Does it Take to Read Continuous Stochastic Calculus with Applications to Finance?

It takes the average reader 5 hours and 44 minutes to read Continuous Stochastic Calculus with Applications to Finance by Michael Meyer

Assuming a reading speed of 250 words per minute. Learn more

Description

The prolonged boom in the US and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all the tools necessary for readers to understand how the stochastic integral is constructed with respect to a general continuous martingale. The author develops the stochastic calculus from first principles, but at a relaxed pace that includes proofs that are detailed,...

How long is Continuous Stochastic Calculus with Applications to Finance?

Continuous Stochastic Calculus with Applications to Finance by Michael Meyer is 336 pages long, and a total of 86,016 words.

This makes it 113% the length of the average book. It also has 105% more words than the average book.

How Long Does it Take to Read Continuous Stochastic Calculus with Applications to Finance Aloud?

The average oral reading speed is 183 words per minute. This means it takes 7 hours and 50 minutes to read Continuous Stochastic Calculus with Applications to Finance aloud.

What Reading Level is Continuous Stochastic Calculus with Applications to Finance?

Continuous Stochastic Calculus with Applications to Finance is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Continuous Stochastic Calculus with Applications to Finance?

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