Stochastic Calculus

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Introduction to Stochastic Calculus with Applications
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Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
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A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Stochastic Calculus and Financial Applications
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Elementary Stochastic Calculus with Finance in View
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Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch