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)
Product Dimensions: 6.1 x 0.7 x 9.2 inches
Amazon Rank: 1706306
Format: PDF Text TXT ebook
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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