Related Books

Stochastic Calculus of Variations in Mathematical Finance
Language: en
Pages: 148
Authors: Paul Malliavin
Categories: Business & Economics
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media

GET EBOOK

Highly esteemed author Topics covered are relevant and timely
Stochastic Calculus for Finance
Language: en
Pages: 187
Authors: Marek Capiński
Categories: Business & Economics
Type: BOOK - Published: 2012-08-23 - Publisher: Cambridge University Press

GET EBOOK

This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.
Stochastic Finance
Language: en
Pages: 608
Authors: Hans Föllmer
Categories: Mathematics
Type: BOOK - Published: 2016-07-25 - Publisher: Walter de Gruyter GmbH & Co KG

GET EBOOK

This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

GET EBOOK

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
Aspects of Mathematical Finance
Language: en
Pages: 83
Authors: Marc Yor
Categories: Mathematics
Type: BOOK - Published: 2008-02-13 - Publisher: Springer Science & Business Media

GET EBOOK

This collection of essays is based on lectures given at the "Académie des Sciences" in Paris by internationally renowned experts in mathematical finance. The c