Stochastic Calculus and Financial Applications [electronic resource] / by J. Michael Steele.

This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statistics, but who...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Steele, J. Michael
Format:	Electronic eBook
Language:	English
Published:	New York, NY : Springer New York, 2001.
Series:	Applications of Mathematics, Stochastic Modelling and Applied Probability ; 45.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Mathematical statistics.