Stochastic Calculus and Financial Applications by J. Michael Steele

Stochastic Calculus and Financial Applications J. Michael Steele ebook
Format: djvu
Page: 312
Publisher: Springer
ISBN: 0387950168, 9780387950167

[40] Ioannis Karatzas, Steven E. Publisher: Springer Page Count: 312. Stochastic processes of importance in Finance and Economics are developed in concert with the tools of stochastic calculus that are needed in order to solve problems of practical importance. Language: English Released: 2001. Stochastic Modeling and Applied Probability, Vol.45, Springer-Verlag,2001. In the world of finance, it is not uncommon to hear about stochastic calculus or stochastic processes. I found in Internet the book "Steven Shreve - Stochastic Calculus and Financial Applications" prepared by PRASAD CHALASANI and SOMESH JHA (they work or worked at Carnegie Mellon University). Michael Steele, Stochastic Calculus and Financial Applications,. Next year I hope I'll be learning Topology, Differential Geometry and theory about EDOs and PDEs (only know some basics now), and hope to be learning stochastic calculus soon enough (for finance applications). GO Stochastic Calculus and Financial Applications Author: J. While the name may sound daunting, the concept and its application in finance is actually relatively straightforward.