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

hardcover – October 12, 2000
by Steele, J. Michael
$155.78 USD
$155.78 USD
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ISBN-13: 9780387950167 ISBN-10: 0387950168
Publisher
Springer
Binding
hardcover
Published
October 12, 2000
Weight
1.3 lbs
Dimensions
24.10×1.90×15.90 cm

About this book

Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability) by Steele, J. Michael. hardcover edition. ISBN: 9780387950167.

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