Introduction to Stochastic Calculus with Applications
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Abstract
# Preliminaries from Calculus # Concepts of Probability Theory # Basic Stochastic Processes # Brownian Motion Calculus # Stochastic Differential Equations # Diffusion Processes # Martingales # Calculus for Semimartingales # Pure Jump Processes # Change of Probability Measure # Applications in Finance: Stock and FX Options # Applications in Finance: Bonds, Rates and Options # Applications in Biology # Applications in Engineering and Physics
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888
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Keywords
- Calculus (dental)
- Computer science
- Stochastic calculus
- Mathematics
- Mathematical economics
- Medicine
- Mathematical analysis
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