Introduction to Stochastic Calculus

• Κύριοι συγγραφείς: Karandikar, Rajeeva L. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Rao, B. V. (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Indian Statistical Institute Series,
• Θέματα: Statistics .; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.

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...