Introduction to Stochastic Calculus

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including...

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Bibliographic Details

Main Author:	Karandikar, Rajeeva L. (Author)
Format:	Electronic eBook
Language:	English
Published:	Singapore : Springer Singapore , 2018.
Edition:	1st ed. 2018.
Series:	Indian Statistical Institute Series,
Subjects:	Statistics . Probabilities.
ISBN:	9789811083181
ISSN:	2523-3114
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