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Stochastic Calculus and Financial Applications
The Wharton School course on which the book is based is designed for energetic students who have had some experience with probability and statistics, but who have not had advanced courses in stochastic processes. Even though the course assumes only a modest background, it moves quickly and - in the end - students can expect to have the tools that are deep enough and rich e ...more
Hardcover, 312 pages
Published October 12th 2000 by Springer
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