Cover of Stochastic calculus and financial applications

Stochastic calculus and financial applications

by J. Michael Steele

2001 300 pages eng

A graduate level methematical introduction to stochastic calculus using financial applications as examples. Starts with the discrete stochastic process then quickly moves on to continuous stochastic process. Suggested prerequisite courses are calculus I, II, and III (multivariate calculus), ordina…

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