Introduction to stochastic calculus for finance [electronic resource] : a new didactic approach : with 6 figures / Dieter Sondermann.
Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's calcu...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin :
Springer,
©2006.
|
| Series: | Lecture notes in economics and mathematical systems ;
579. |
| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG106 .S65 2006eb
|
|---|---|
| HG106 .S65 2006eb | Available |