Introduction to Stochastic Calculus

By Alberto Bueno Guerrero

Introduction to Stochastic Calculus develops the theory of stochastic calculus for It processes in a rigorous, systematic, and self-contained manner, placing particular emphasis on mathematical intuition, careful motivation, and complete proofs. Throughout the text, mathematical concepts are illustrated through examples and reinforced by numerous exercises and problems with complete solutions.
Two appendices reviewing measure theory, integration, functional analysis, and probability theory provide the mathematical background required for a self-contained reading of the text.
Written for graduate students and practitioners with a background in calculus and probability, this volume provides the theoretical foundation required for the study of modern mathematical finance.

• Format: Paperback
• Language: English
• ISBN: B0HC3V9H9T
• ISBN13: 9791399262803
• Release Date: July 2026
• Publisher: Quantphi
• Length: 194 Pages
• Weight: 0.59 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"