Stochastic Calculus and Financial Applications - Stochastic Modelling and Applied Probability v. 45 (Hardback)
  • Stochastic Calculus and Financial Applications - Stochastic Modelling and Applied Probability v. 45 (Hardback)
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Stochastic Calculus and Financial Applications - Stochastic Modelling and Applied Probability v. 45 (Hardback)

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£66.99
Hardback 312 Pages / Published: 09/12/2000
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, 'This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract'. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH

Publisher: Springer-Verlag New York Inc.
ISBN: 9780387950167
Number of pages: 312
Weight: 1370 g
Dimensions: 234 x 156 x 19 mm
Edition: 2001. Corr. 3rd Printing ed.

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