Stochastic Calculus and Financial Applications

by J. Michael Steele

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

Genres: Mathematics, Finance, Economics

312 pages, Hardcover

First published October 12, 2000

Reviews

[Matthew Zhang · Rating 4 out of 5]

cute book