Stochastic Calculus and Financial Applications

Stochastic Calculus and Financial Applications

Written by: J. Michael Steele

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  • Publisher: Springer Science & Business Media
  • Publish Date: 2012-12-06
  • ISBN-10: 9781468493054
  • ebook-stochastic-calculus-and-financial-applications.pdf
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Book 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." --ZENTRALBLATT MATH

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