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Stochastic Calculus for Finance I
Language: en
Pages: 212
Authors: Steven Shreve
Categories: Mathematics
Type: BOOK - Published: 2005-06-28 - Publisher: Springer Science & Business Media

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Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

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Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
Stochastic Calculus for Finance
Language: en
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Authors: Marek CapiƄski
Categories: Business & Economics
Type: BOOK - Published: 2012-08-23 - Publisher: Cambridge University Press

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This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.