Stochastic Calculus and Financial Applications
J. Michael Steele, "Stochastic Calculus and Financial Applications"
2000 | pages: 320 | ISBN: 0387950168 | DJVU | 1,3 mb
2000 | pages: 320 | ISBN: 0387950168 | DJVU | 1,3 mb
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
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