Stochastic Calculus and Financial Applications

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...

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Bibliographic Details
Main Author: Steele, J. Michael (Author)
Format: Manuscript Book
Language:English
Published: New York Springer Science 2000
Online Access:Click Here to View Status and Holdings.
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