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Introduction to Stochastic Calculus
Price range: ₹6,912.00 through ₹9,414.00
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 a range of advanced topics.
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 a range of advanced topics.
Additional information
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Book information
Edition
1st Edition
ISBN [Hardcover]
9789811083174
ISBN [Softcover]
9789811341212
Publisher
Springer
Year
2018
Pages
XIII, 441 p.
Series Title
Indian Statistical Institute Series
Language
English
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