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Introduction to Stochastic Finance
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Pages: 406
Authors: Jia-An Yan
Categories: Mathematics
Type: BOOK - Published: 2018-10-10 - Publisher: Springer

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This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and he
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
Introduction to Stochastic Calculus for Finance
Language: en
Pages: 144
Authors: Dieter Sondermann
Categories: Business & Economics
Type: BOOK - Published: 2006-12-02 - Publisher: Springer Science & Business Media

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Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick
Stochastic Finance
Language: en
Pages: 608
Authors: Hans Föllmer
Categories: Mathematics
Type: BOOK - Published: 2016-07-25 - Publisher: Walter de Gruyter GmbH & Co KG

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This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.
Introduction to Stochastic Calculus
Language: en
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Authors: Rajeeva L. Karandikar
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This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The f