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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| Format: | Book |
| Language: | English |
| Published: |
New York
Springer Science
2000
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| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | Summary: | 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. |
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| Physical Description: | ix, 300 pages illustrations 24 cm |
| Bibliography: | Includes bibliographical references and indexes |
| ISBN: | 9780387950167 0387950168 |
Stochastics calculus a practical introduction