BOOK

Stochastic Calculus and Financial Applications

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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.

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Availability

Detail Information

Series Title

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Call Number

519.2 S814

Publisher

: ., 2000

Collation

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Language

English

ISBN/ISSN

‎ 0387950168

Classification

519.2

Content Type

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Media Type

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Carrier Type

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Edition

1st edition

Subject(s)

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Specific Detail Info

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Statement of Responsibility

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Other version/related

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