Stochastic Calculus and Financial Applications
Author | : J. Michael Steele |
Publisher | : Springer Science & Business Media |
Total Pages | : 316 |
Release | : 2001 |
ISBN-10 | : 0387950168 |
ISBN-13 | : 9780387950167 |
Rating | : 4/5 (167 Downloads) |
Download or read book Stochastic Calculus and Financial Applications written by J. Michael Steele and published by Springer Science & Business Media. This book was released on 2001 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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