ENGLISH

Elementary stochastic calculus with finance in view

By Thomas Mikosch

Book information

Publisher
World Scientific Publ
Year
1998
ISBN
9789810235437, 9810235437
LCC
QA274.2 .M54 1998
Open Library ID
OL365991M
Language
english
Format
PDF
Filesize
6 MB (6310011 bytes)
Series
Advanced series on statistical science & applied probability 6
Pages
112\112
Time added
2010-02-18 13:16:04

Description

I found this textbook extremely teaching-oriented and an excellent introduction to a very hard subject, such as stochastic calculus. I would definitely recommend it for a Master's level financial engineering course.

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