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Language: en
Pages: 431
Pages: 431
Type: BOOK - Published: 2005 - Publisher: Imperial College Press
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
Language: en
Pages: 144
Pages: 144
Type: BOOK - Published: 2006-12-02 - Publisher: Springer Science & Business Media
Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick
Language: en
Pages: 230
Pages: 230
Type: BOOK - Published: 1998 - Publisher: World Scientific
Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Language: en
Pages: 252
Pages: 252
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.