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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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2006, 2006
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| Edition: | 1st ed. 2006 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| 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