Introduction To Stochastic Calculus With Applications (2nd Edition)
Language: en
Pages: 431
Authors: Fima C Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005-06-20 - Publisher: World Scientific Publishing Company

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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
Brownian Motion and Stochastic Calculus
Language: en
Pages: 490
Authors: Ioannis Karatzas
Categories: Mathematics
Type: BOOK - Published: 2014-03-27 - Publisher: Springer

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A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Stochastic Calculus for Finance I
Language: en
Pages: 212
Authors: Steven Shreve
Categories: Mathematics
Type: BOOK - Published: 2005-06-28 - Publisher: Springer Science & Business Media

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Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test
Financial Calculus
Language: en
Pages: 252
Authors: Martin Baxter
Categories: Business & Economics
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press

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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.