Stochastic Calculus and Financial Applications

Stochastic Calculus and Financial Applications
Author: J. Michael Steele
Publisher: Springer Science & Business Media
Total Pages: 303
Release: 2012-12-06
Genre: Mathematics
ISBN: 1468493051


Download Stochastic Calculus and Financial Applications Book in PDF, Epub and Kindle

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


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

GET EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

GET EBOOK

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: 316
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

GET EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Stochastic Calculus and Applications
Language: en
Pages: 673
Authors: Samuel N. Cohen
Categories: Mathematics
Type: BOOK - Published: 2015-11-18 - Publisher: Birkhäuser

GET EBOOK

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern g
Stochastic Processes with Applications to Finance
Language: en
Pages: 345
Authors: Masaaki Kijima
Categories: Business & Economics
Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

GET EBOOK

Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a