Stochastic Calculus and Financial Applications
- ISBN-10
- 1468493051
- ISBN-13
- 9781468493054
- Category
- Mathematics
- Pages
- 302
- Language
- English
- Published
- 2012-12-06
- Publisher
- Springer Science & Business Media
- Author
- J. Michael Steele
Description
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
Get the book
Other editions
-
- 2001
- 300 pages
- Paperback
- Springer Science & Business Media
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