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, βThis is a text with an attitude, and it is designed to reflect, wherever possible a
Stochastic calculus and financial applications
β Scribed by Steele M.J.
- Publisher
- Springer
- Year
- 2001
- Tongue
- English
- Leaves
- 315
- Series
- Applications of Mathematics 0045
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
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
<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