Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)

By J. Michael Steele

Book Overview

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and graduate students who want an elementary introduction to these areas. This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0387950168
• ISBN13: 9780387950167
• Release Date: October 2000
• Publisher: Springer
• Length: 312 Pages
• Weight: 1.25 lbs.
• Dimensions: 9.5" x 0.8" x 6.3"