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Stochastic Processes and Calculus

- An Elementary Introduction with Applications

About Stochastic Processes and Calculus

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics.

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  • Language:
  • English
  • ISBN:
  • 9783319794822
  • Binding:
  • Paperback
  • Pages:
  • 391
  • Published:
  • March 29, 2019
  • Edition:
  • 12016
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 629 g.
Delivery: 1-2 weeks
Expected delivery: November 20, 2024

Description of Stochastic Processes and Calculus

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics.

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