num_pages: 344
description: Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH
language: English
title: Stochastic Calculus and Financial Applications
titlecomplete: Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
genres: Economics, Finance, Mathematics
ratings_count: 24
publisher: Springer