Introduction to Stochastic Calculus for Finance A New Didactic Approach

The large number of already available textbooks on stochastic calculus with specific applications to finance requires a justification for another contribution to this subject. The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due to...

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Bibliographic Details
Main Author: Sondermann, Dieter
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2006, 2006
Edition:1st ed. 2006
Series:Lecture Notes in Economics and Mathematical Systems
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Preliminaries
  • to Itô-Calculus
  • The Girsanov Transformation
  • Application to Financial Economics
  • Term Structure Models
  • Why Do We Need Itô-Calculus in Finance?
  • Appendix: Itô Calculus Without Probabilities