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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)

Author J. Michael Steele
Publisher Springer
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Book Details
PublisherSpringer
ISBN / ASIN1441928626
ISBN-139781441928627
AvailabilityUsually ships in 24 hours
Sales Rank592,697
MarketplaceUnited States 🇺🇸

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