A first course in stochastic calculus /
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Providence, Rhode Island, USA :
American Mathematical Society,
[2022]
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| Series: | Sally series (Providence, R.I.)
Pure and applied undergraduate texts ; 53. |
| Subjects: |
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX}
> Stochastic processes
> General theory of processes.
Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX}
> Stochastic analysis [See also 58J65]
> Stochastic integrals.
Game theory, economics, social and behavioral sciences
> Mathematical finance
> Derivative securities.
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| Online Access: | Connect to the full text of this electronic book |
| Physical Description: | 1 online resource (xv, 270 pages) : illustrations. |
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| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781470467784 (electronic bk.) 147046778X (electronic bk.) |