Search Results for: Stochastic Calculus

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

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch