Stochastic Calculus and Financial Applications

Stochastic Calculus and Financial Applications
Author :
Publisher : Springer Science & Business Media
Total Pages : 316
Release :
ISBN-10 : 0387950168
ISBN-13 : 9780387950167
Rating : 4/5 (167 Downloads)

Book Synopsis Stochastic Calculus and Financial Applications by : J. Michael Steele

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


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