Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability 45)

✍ Scribed by J. Michael Steele

Publisher: Springer
Year: 2000
Tongue: English
Leaves: 316
Series: Stochastic Modelling and Applied Probability 45
Edition: Corrected
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH

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