Buch, Englisch, 250 Seiten, Format (B × H): 156 mm x 234 mm
Buch, Englisch, 250 Seiten, Format (B × H): 156 mm x 234 mm
ISBN: 978-1-4665-7080-1
Verlag: Taylor & Francis Inc
This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economics, and finance. Avoiding the measure-theoretic formalism, the author presents the material in a natural order and keeps technical ideas to a minimum. Any technical material is covered in sections that are separate from the main text. Students are encouraged to write computer programs using C++, MATLAB®, or Mathematica®.
Zielgruppe
Advanced undergraduate and graduate students taking stochastic calculus courses in mathematics and statistics departments; mathematicians and statisticians working in financial math or financial engineering.
Autoren/Hrsg.
Weitere Infos & Material
Martingales in Discrete Time. Brownian Motion. Stochastic Integration. More Stochastic Calculus. Change of Measure and Girsanov Theorem. Jump Processes.