Toward a Stochastic Calculus, II
โ Scribed by E. J. McShane
- Book ID
- 123649131
- Publisher
- National Academy of Sciences
- Year
- 1969
- Tongue
- English
- Weight
- 521 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0027-8424
- DOI
- 10.2307/59462
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
These notes provide a very informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is often little or no comment on more standard matters.
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text
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