Series Volume Number
579
Number of Volumes
1 Vol.
Lc Classification Number
Hb1-846.8
Reviews
From the reviews:"It serves as an introduction to stochastic calculus and integration without any measure theoretical background … . In summary the book provides a very readable introduction to mathematical finance. … For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k), From the reviews: "It serves as an introduction to stochastic calculus and integration without any measure theoretical background ... . In summary the book provides a very readable introduction to mathematical finance. ... For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k)
Table of Content
Preliminaries.- to Itô-Calculus.- The Girsanov Transformation.- Application to Financial Economics.- Term Structure Models.- Why Do We Need Itô-Calculus in Finance'.- Appendix: Itô Calculus Without Probabilities.
Copyright Date
2006
Topic
Probability & Statistics / Stochastic Processes, Finance / General, Economics / Macroeconomics, General
Dewey Decimal
332.0151922
Intended Audience
Scholarly & Professional
Dewey Edition
22
Illustrated
Yes
Genre
Business & Economics, Mathematics
