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Stochastic Calculus and Financial Applications by J. Michael Steele (Paperback, 2010)

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ISBN-13: 9781441928627, 978-1441928627. Stochastic Calculus and Financial Applications. Stochastic calculus has important applications to mathematical finance. This is also reflected in the style of writing which is unusually lively for a mathematics book.".

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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 also reflected in the style of writing which is unusually lively for a mathematics book. --ZENTRALBLATT MATH