More Books:

Problems and Solutions in Mathematical Finance
Language: en
Pages: 400
Authors: Eric Chin
Categories: Business & Economics
Type: BOOK - Published: 2014-11-03 - Publisher: John Wiley & Sons

Stochastic Calculus of Variations in Mathematical Finance
Language: en
Pages: 142
Authors: Paul Malliavin
Categories: Business & Economics
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media

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

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study
From Stochastic Calculus to Mathematical Finance
Language: en
Pages: 633
Authors: Yu. Kabanov
Categories: Mathematics
Type: BOOK - Published: 2007-04-03 - Publisher: Springer Science & Business Media

Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colle
Stochastic Calculus and Financial Applications
Language: en
Pages: 302
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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: 212
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
Introduction to Stochastic Calculus Applied to Finance
Language: en
Pages: 254
Authors: Damien Lamberton
Categories: Business & Economics
Type: BOOK - Published: 2011-12-14 - Publisher: CRC Press

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated ma
Stochastic Calculus for Quantitative Finance
Language: en
Pages: 208
Authors: Alexander A Gushchin
Categories: Mathematics
Type: BOOK - Published: 2015-08-26 - Publisher: Elsevier

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asse
Stochastic Calculus for Finance I
Language: en
Pages: 187
Authors: Steven Shreve
Categories: Mathematics
Type: BOOK - Published: 2005-06-28 - Publisher: Springer Science & Business Media

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test
Stochastic Calculus and Applications
Language: en
Pages: 666
Authors: Samuel N. Cohen
Categories: Mathematics
Type: BOOK - Published: 2015-11-18 - Publisher: Birkhäuser

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern g