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Stochastic Financial Models

By Douglas Kennedy
Hardcover
$126.99
By Douglas Kennedy
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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 rather than seeking the greatest generality.

Developed from the esteemed author’s advanced undergraduate and graduate courses at the University o...

Categories

Science & TechnologyMathematicsMathematical AnalysisMathematical ModelingMathematical Analysis - General & MiscellaneousProbability TheoryMathematical Modeling - Engineering & Technology