Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability, Vol 6) Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability, Vol 6) by Authors: Thomas Mikosch Released: January, 1999 ISBN: 9810235437 Hardcover Sales Rank: List price: Our price: Book > Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability, Vol 6) > Customer Reviews: Average Customer Rating: Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability, Vol 6) > Customer Review #1: Perfect bridge to higher financial math Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science and Applied Probability, Vol 6) > Customer Review #2: Excellent first introduction This is the most readable, and technical, introduction to stochastic calculus that Im aware of. It doesnt really matter that finance is far from you. You can learn all the finance that you want, at an equally pedagogical level from Bjorks book, to give an example, as soon as you finish this. The only thing I miss in this book are equally pedagogical exercises + worked solutions. I hope that the next edition will be twice as large. | |
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