In this book, the authors give an introduction to the stochastic methods of calculus that are currently used in financial market models. The most important mathematical tools are introduced (Brownian methods and stochastic integrals) and are illustrated with the help of numerous examples, and various interest rate models. Ideal for MA students and above who are studying civil engineering, business studies and maths, and who have a good understanding of probability.
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In this book, the authors give an introduction to the stochastic methods of calculus that are currently used in financial market models. The most important mathematical tools are introduced (Brownian methods and stochastic integrals) and are illustrated with the help of numerous examples, and various interest rate models. Ideal for MA students and above who are studying civil engineering, business studies and maths, and who have a good understanding of probability.
Read Less
Add this copy of Introduction to Stochastic Calculus Applied to Finance to cart. $45.28, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Springer.
Add this copy of Introduction to Stochastic Calculus Applied to Finance to cart. $140.60, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Springer.
