Stochastic Calculus and Financial Applications

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book Stochastic Calculus and Financial Applications by J. Michael Steele, Springer New York
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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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

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