Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and he

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models withou

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction