Stochastic Calculus and Financial Applications

ISBN: 9780387950167

出版社: Springer

出版年: 2003-06-03

页数: 312

定价: USD 99.00

装帧: Hardcover

内容简介

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