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Stochastic Calculus and Financial Applications
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: "As the preface says, This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract . This is...more
Hardcover, 309 pages
Published
October 12th 2000
by Springer
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