Introduction to Stochastic Calculus: 1

Bueno Guerrero, Alberto

ISBN 13: 9791399262803

Casa editrice: QuantPhi, 2026

Riassunto

Introduction to Stochastic Calculus develops the theory of stochastic calculus for Itô processes in a rigorous, systematic, and self-contained manner, placing particular emphasis on mathematical intuition, careful motivation, and complete proofs. Throughout the text, mathematical concepts are illustrated through examples and reinforced by numerous exercises and problems with complete solutions.
Two appendices reviewing measure theory, integration, functional analysis, and probability theory provide the mathematical background required for a self-contained reading of the text.
Written for graduate students and practitioners with a background in calculus and probability, this volume provides the theoretical foundation required for the study of modern mathematical finance.

Dettagli dell'edizione

• Editore: QuantPhi
• Data di pubblicazione: 2026
• Lingua: Inglese
• ISBN 13: 9791399262803
• Rilegatura: Rilegato in vinile
• Numero edizione: 1
• Numero di pagine: 192
• Contatto del produttore: Manufactured by Amazon on behalf of the author; https://www.amazon.it/hz/contact-us; ; c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy; Luxembourg; L-1855; Lussemburgo