Elementary Stochastic Calculus With Finance In View
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Elementary Stochastic Calculus With Finance In View
Avis (10)
7 Juin 2015Five Stars
Great, simple, basic.
16 Juin 2013the author succeeds admirably
In the span of 200 pages, the author succeeds admirably in balancing the needs of three audiences , math students, students from neighboring areas ; and readers who want a quick intro to the basic ideas of stochastic analysis, and its applications.
20 Janvier 2011Great introduction
It's a very good book for introductory purposes and one that beginners will find useful.
25 Novembre 2010Very nice introduction to stochastic calculus.
This book is an extremely good introduction to the stochastic calculus field.
13 Juin 2008Excellent introduction to stochastic calculus
I found this textbook extremely teaching-oriented and an excellent introduction to a very hard subject, such as stochastic calculus.
27 Mars 2008Demanding, but potentially rewarding
I came across stochastic differential equations in my work.
16 Octobre 2007Not a finance book, but one hell of an applied math book...
First of all, and most importantly, this is a math book with some finance in it, not the other way around, so you need to know some math before tackling it!
1 Septembre 2007Great Introduction
This book provides an excellent mild introduction of stochastic calculus and stochastic differential equations to someone like me who do not have a first mathematics degree .
3 Mars 2007Not for beginners or intermediates
This book may be fine if you have at least an undergraduate degree in math.
16 Janvier 2007A well organised and high standard little book
It is amazing that the author can expose the difficult topics step-by-step clearly in such a little book of less than 200 pages.