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Stochastic Calculus and Financial Applications
This book offers a rigorous yet accessible introduction to stochastic calculus with an emphasis on financial applications. It covers Brownian motion, Itô’s lemma, stochastic differential equations, and applications in pricing financial derivatives. Designed for graduate students and professionals in financial engineering, quantitative finance, and applied mathematics.
- Edition
- 1st edition
- ISBN/ISSN
- 0387950168
- Collation
- -
- Series Title
- -
- Call Number
- 519.2 S814
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