Stochastic Financial Models
| By: | Douglas Kennedy |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9781420093452 |
| eText ISBN: | 9781420093469 |
| Edition: | 1 |
| Copyright: | 2010 |
| Format: | Reflowable |
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Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations