Stochastic Calculus and Financial Applications

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Omschrijving

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...
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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
Uitgever Springer Verlag
Druk 1
ISBN/EAN 9781441928627
Auteur Steele, j.
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