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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability) - Softcover
Synopsis
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...
Review
From the reviews:
MATHEMATICAL REVIEWS
"...on the whole, the results are presented carefully and thoroughly, and I expect that readers will find that this combination of a careful development of stochastic calculus with many details and examples is very useful and will enable them to apply the whole theory confidently."
SHORT BOOK REVIEWS
"This is a world of 'lovely exercises' that are 'very good good for the soul', 'honest...
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- PublisherSpringer
- Publication date2010
- ISBN 10 1441928626
- ISBN 13 9781441928627
- BindingPaperback
- LanguageEnglish
- Number of pages312
- Rating
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, 45)
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Stochastic Calculus and Financial Applications
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Stochastic Calculus and Financial Applications
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
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Stochastic Calculus and Financial Applications
Published by
Springer New York Dez 2010, 2010
ISBN 10: 1441928626
ISBN 13: 9781441928627
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 312 pp. Englisch. Seller Inventory # 9781441928627
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
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Condition: New. In English. Seller Inventory # ria9781441928627_new
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Stochastic Calculus and Financial Applications
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Stochastic Calculus and Financial Applications
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in the end, students can expect to have tools that are deep enough and rich enough to be relied on throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more de manding development of continuous-time stochastic processes, especially Brownian motion. The construction of Brownian motion is given in detail, and enough mate rial on the subtle nature of Brownian paths is developed for the student to evolve a good sense of when intuition can be trusted and when it cannot. The course then takes up the Ito integral in earnest. The development of stochastic integration aims to be careful and complete without being pedantic. Seller Inventory # 9781441928627
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Stochastic Calculus and Financial Applications
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