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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| 020 | # | # | |a 9780387950167 |q hardback |
| 020 | # | # | |a 0387950168 |
| 090 | 0 | 0 | |a QA274.2 |b .S74 2000 |
| 100 | 1 | # | |a Steele, J. Michael |e author |
| 245 | 0 | 0 | |a Stochastic Calculus and Financial Applications |c J. Michael Steele |
| 264 | # | 1 | |a New York |b Springer Science |c 2000 |
| 264 | # | 4 | |c ©2001 |
| 300 | # | # | |a ix, 300 pages |b illustrations |c 24 cm |
| 336 | # | # | |a text |2 rdacontent |
| 337 | # | # | |a unmediated |2 rdamedia |
| 338 | # | # | |a volume |2 rdacarrier |
| 504 | # | # | |a Includes bibliographical references and indexes |
| 520 | # | # | |a 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. |
| 526 | 0 | # | |a CS771 |b QMT757 |5 CS |
| 526 | 0 | # | |a Sarjana Sains Kuantitatif |b Stochastic Models |5 Fakulti Sains Komputer Dan Matematik |
| 040 | # | # | |a Shah Alam |
| 856 | 4 | 0 | |z Click Here to View Status and Holdings. |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=934205 |
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Stochastics calculus a practical introduction