Introduction to Stochastic Calculus for Finance : A New Didactic Approach

by Dieter Sondermann

Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's calculus "pathwise" as an exercise in real analysis

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Year of publication:	2006
Authors:	Sondermann, Dieter
Publisher:	Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg
Subject:	Ito-Calculus \| Finanzmathematik \| Mathematical finance \| Stochastischer Prozess \| Stochastic process \| Kapitalmarkttheorie \| Financial economics \| Theorie \| Theory \| Martingal \| Martingale \| Stochastisches Modell
Description of contents:	Table of Contents [swbplus.bsz-bw.de] ; Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

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Erscheint auch als (Druck-Ausgabe):

Sondermann, Dieter *1937-*. Introduction to stochastic calculus for finance, 1. ed.. - Berlin : Springer, 2006. - X, 136 S.

Persistent link: https://www.econbiz.de/10013520563