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Introduction to Stochastic Calculus (Repost)

Posted By: AvaxGenius
Introduction to Stochastic Calculus (Repost)

Introduction to Stochastic Calculus by Rajeeva L. Karandikar
English | PDF,EPUB | 2018 | 446 Pages | ISBN : 9811083177 | 43.84 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.