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- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 579)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
About this book
Reviews
From the reviews:
"It serves as an introduction to stochastic calculus and integration without any measure theoretical background … . In summary the book provides a very readable introduction to mathematical finance. … For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k)
Authors and Affiliations
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Department of Economics, University of Bonn, Bonn, Germany
Dieter Sondermann
Bibliographic Information
Book Title: Introduction to Stochastic Calculus for Finance
Book Subtitle: A New Didactic Approach
Authors: Dieter Sondermann
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/3-540-34837-9
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2006
Softcover ISBN: 978-3-540-34836-8Published: 27 July 2006
eBook ISBN: 978-3-540-34837-5Published: 02 December 2006
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: X, 138
Topics: Economics, general, Mathematics, general, Macroeconomics/Monetary Economics//Financial Economics, Statistics for Business, Management, Economics, Finance, Insurance, Probability Theory and Stochastic Processes, Finance, general