Recent years have seen a number of introductory texts which focus
on the applications of modern stochastic calculus to the theory of
finance, and on the pricing models for derivative securities in
particular. Some of these books develop the mathematics very
quickly, making substantial demands on the readerOs background in
advanced probability theory. Others emphasize the financial
applications and do not attempt a rigorous coverage of the
continuous-time calculus. This book provides a rigorous
introduction for those who do not have a good background in
stochastic calculus. The emphasis is on keeping the discussion
self-contained rather than giving the most general results
possible.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!