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Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.

This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.

This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of