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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
Stochastic Calculus and Financial Applications - Stochastic Modelling and Applied Probability Author:J. Michael Steele 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 o... more »ver the abstract?. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH« less