Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)

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 mathema...

By J. Michael Steele
Series: Stochastic Modelling and Applied Probability (Book 45)
Paperback: 302 pages
Publisher: Springer (December 1, 2010)
Language: English
ISBN-10: 9781441928627
ISBN-13: 978-1441928627
ASIN: 1441928626
Product Dimensions: 6.1 x 0.7 x 9.2 inches
Amazon Rank: 1706306
Format: PDF Text TXT ebook

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I just got this book. I've been looking at a lot of introductory books on Mathematical Finance, and this seems like one of the best. As other authors have said, the level of this book is consistent with graduate study. I happen to be a mathematician.

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