Introduction to Stochastic Calculus (Paperback)
Language: English
Published by Quantphi, 2026
Series: Book 1 of 1 - QuantPhi Series in Mathematical Finance
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 33.47
Quantity: 1 available
Add to basketItem description from seller
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 multiple locations in the US or from the UK, 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
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.
"Synopsis" may belong to another edition of this title.
Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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