Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems 579 (Paperback)
  • Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems 579 (Paperback)
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Introduction to Stochastic Calculus for Finance: A New Didactic Approach - Lecture Notes in Economics and Mathematical Systems 579 (Paperback)

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Paperback 138 Pages / Published: 09/02/2007
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Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540348368
Number of pages: 138
Weight: 490 g
Dimensions: 235 x 155 x 8 mm
Edition: 1st ed. 2006. Corr. 3rd printing 2007


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From the reviews:

"It serves as an introduction to stochastic calculus and integration without any measure theoretical background ... . In summary the book provides a very readable introduction to mathematical finance. ... For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k)

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