TY  - BOOK
AU  - Steele,J.Michael
TI  - Stochastic calculus and financial applications
SN  - 0387950168 (hc : alk. paper)
AV  - QA274.2 .S74 2000
U1  - 519.2 21
PY  - 2001///
CY  - New York
PB  - Springer
KW  - Stochastic analysis
KW  - Business mathematics
N1  - Includes bibliographical references (p. [294]-295) and index; TOC;  	Random Walk and First Step Analysis --
First Martingale Steps --
Brownian Motion --
Martingale: The Next Steps --
Richness of Paths --
Itô Integration --
Localization and Itô's Integral --
Itô's Formula --
Stochastic Differential Equations --
Arbitrage and SDEs --
The Diffusion Equation --
Representation Theorem --
Girsanov Theory --
Arbitrage and Martingales --
The Feynman-Kac Connection --
Appendix I. Mathematical Tools --
Appendix II. Comments and Credits --
Bibliography --
Index; Economics; BA
N2  - "This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. 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
UR  - http://www.worldcat.org/title/stochastic-calculus-and-financial-applications/oclc/43936675&referer=brief_results
UR  - http://lib.ewubd.edu/ebook/3887
ER  -