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

★★★★★ 4.9 70 reviews

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Management number 231996962 Release Date 2026/06/18 List Price US$28.08 Model Number 231996962
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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 Read more

ISBN10 0387950168
ISBN13 978-0387950167
Edition 1st ed. 2001. Corr. 3rd printing
Language English
Publisher Springer
Dimensions 6.25 x 0.75 x 9.5 inches
Item Weight 1.25 pounds
Print length 312 pages
Part of series Stochastic Modelling and Applied Probability
Publication date October 12, 2000

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