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Stochastic Calculus Books
Showing 1-18 of 18
Stochastic Differential Equations: An Introduction with Applications (Universitext)
by (shelved 4 times as stochastic-calculus)
avg rating 4.08 — 78 ratings — published 1985
Stochastic Calculus Models for Finance II: Continuous Time Models (Springer Finance)
by (shelved 4 times as stochastic-calculus)
avg rating 4.44 — 158 ratings — published 2004
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
by (shelved 3 times as stochastic-calculus)
avg rating 4.32 — 145 ratings — published 2004
Financial Calculus: An Introduction to Derivative Pricing (Hardcover)
by (shelved 2 times as stochastic-calculus)
avg rating 3.92 — 76 ratings — published 1996
Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
by (shelved 2 times as stochastic-calculus)
avg rating 4.52 — 27 ratings — published 2000
Brownian Motion Calculus (Paperback)
by (shelved 1 time as stochastic-calculus)
avg rating 4.56 — 16 ratings — published 2005
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations (Stochastic Modelling and Applied Probability, 58)
by (shelved 1 time as stochastic-calculus)
avg rating 3.00 — 1 rating — published 2007
Probability and Random Processes (Paperback)
by (shelved 1 time as stochastic-calculus)
avg rating 3.85 — 93 ratings — published 1982
Probability: Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics)
by (shelved 1 time as stochastic-calculus)
avg rating 3.97 — 37 ratings — published 2010
Stochastic PDEs and Dynamics (Hardcover)
by (shelved 1 time as stochastic-calculus)
avg rating 0.0 — 0 ratings — published
An Introduction to Stochastic Differential Equations (Paperback)
by (shelved 1 time as stochastic-calculus)
avg rating 4.29 — 14 ratings — published 2013
Levy Processes and Stochastic Calculus (Kindle Edition)
by (shelved 1 time as stochastic-calculus)
avg rating 3.60 — 5 ratings — published 2004
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (2ND EDITION)
by (shelved 1 time as stochastic-calculus)
avg rating 4.55 — 20 ratings — published 1999
ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Statistical Science and Applied Probability)
by (shelved 1 time as stochastic-calculus)
avg rating 4.08 — 39 ratings — published 1998
An Introduction to Stochastic Processes with Applications to Biology (Kindle Edition)
by (shelved 1 time as stochastic-calculus)
avg rating 2.67 — 6 ratings — published 2003
Stochastic Differential Equations: Theory and Applications (Dover Books on Mathematics)
by (shelved 1 time as stochastic-calculus)
avg rating 3.50 — 2 ratings — published 1974
Probability with Martingales (Cambridge Mathematical Textbooks)
by (shelved 1 time as stochastic-calculus)
avg rating 4.25 — 68 ratings — published 1991
Probability and Stochastics (Graduate Texts in Mathematics, Vol. 261) (Graduate Texts in Mathematics, 261)
by (shelved 1 time as stochastic-calculus)
avg rating 4.50 — 16 ratings — published 2008
