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Stochastic calculus and financial applications

✍ Scribed by Steele M.J.


Publisher
Springer
Year
2001
Tongue
English
Leaves
315
Series
Applications of Mathematics 0045
Category
Library

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πŸ“œ SIMILAR VOLUMES


Stochastic Calculus and Financial Applic
✍ J. Michael Steele πŸ“‚ Library πŸ“… 2000 πŸ› Springer 🌐 English

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, β€˜This is a text with an attitude, and it is designed to reflect, wherever possible a

Stochastic Calculus and Financial Applic
✍ J. Michael Steele πŸ“‚ Library πŸ“… 2000 πŸ› Springer 🌐 English

The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statistics, but who have not had advanced courses in stochastic processes. Even though the course assumes only a modest background, it moves quickly and - in the

Stochastic Calculus and Financial Applic
✍ J. Michael Steele πŸ“‚ Library πŸ“… 2000 πŸ› Springer 🌐 English

The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statistics, but who have not had advanced courses in stochastic processes. Even though the course assumes only a modest background, it moves quickly and - in the

Stochastic Calculus and Financial Applic
✍ J. Michael Steele (auth.) πŸ“‚ Library πŸ“… 2001 πŸ› Springer-Verlag New York 🌐 English

<p>This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics