Introduction to Stochastic Calculus (Paperback)

Language: English

Published by Quantphi, 2026

9791399262803

Series: Book 1 of 1 - QuantPhi Series in Mathematical Finance

  • Softcover
  • New
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Seller: CitiRetail, Stevenage, United KingdomCitiRetail

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Softcover

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Paperback. Introduction to Stochastic Calculus develops the theory of stochastic calculus for Ito processes in a rigorous, systematic, and self-contained manner, placing particular emphasis on mathematical intuition, careful motivation, and complete proofs. Throughout the text, mathematical concepts are illustrated through examples and reinforced by numerous exercises and problems with complete solutions.Two appendices reviewing measure theory, integration, functional analysis, and probability theory provide the mathematical background required for a self-contained reading of the text.Written for graduate students and practitioners with a background in calculus and probability, this volume provides the theoretical foundation required for the study of modern mathematical finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9791399262803

Title
Introduction to Stochastic Calculus (Paperback)
Author
Alberto Bueno Guerrero
Publisher
Quantphi
Publication year
2026
Condition
new
Binding
Paperback
Language
English
ISBN 13
9791399262803
Series
Book 1 of 1: QuantPhi Series in Mathematical Finance

CitiRetail

Stevenage, United Kingdom

5-star seller

AbeBooks seller since June 29, 2022

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