Rajeeva L Karandikar: 1 book

Book cover of Introduction to Stochastic Calculus
by Rajeeva L. Karandikar, B. V. Rao
Language: English
Release Date: June 1, 2018

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including...
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