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Synopsis
This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economics, and finance. Avoiding the measure-theoretic formalism, the author presents the material in a natural order and keeps technical ideas to a minimum. Any technical material is covered in sections that are separate from the main text. Students are encouraged to write computer programs using C++, MATLAB®, or Mathematica®.
Book Details
Published
February 1, 2014
Publisher
Taylor & Francis
Pages
250
Format
Hardcover
ISBN
9781466570801