Related Books

Elementary Calculus of Financial Mathematics
Language: en
Pages: 143
Authors: A. J. Roberts
Categories: Mathematics
Type: BOOK - Published: 2009-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

Financial mathematics and its calculus introduced in an accessible manner for undergraduate students. Topics covered include financial indices as stochastic pro
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

DOWNLOAD 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
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

DOWNLOAD EBOOK

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
A Course in Financial Calculus
Language: en
Pages: 208
Authors: Alison Etheridge
Categories: Business & Economics
Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained