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Introduction to stochastic calculus
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2018
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-10-8318-1 http://cds.cern.ch/record/2622188 |