Stochastic Calculus and Financial Applications
Nonfiction, Science & Nature, Mathematics, Applied, Statistics
| Author: | J. Michael Steele | ISBN: | 9781468493054 |
| Publisher: | Springer New York | Publication: | December 6, 2012 |
| Imprint: | Springer | Language: | English |
| Author: | J. Michael Steele |
| ISBN: | 9781468493054 |
| Publisher: | Springer New York |
| Publication: | December 6, 2012 |
| Imprint: | Springer |
| Language: | English |
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
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
