Stochastic Calculus with Infinitesimals
No Customer Reviews
1 Infinitesimal calculus, consistently and accessibly.- 2 Radically elementary probability theory.- 3 Radically elementary stochastic integrals.- 4 The radically elementary Girsanov theorem and the diffusion invariance principle.- 5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing.- 6 Excursion to financial engineering: Volatility invariance in the Black-Scholes model.- 7 A radically elementary theory of It? diffusions and associated partial differential equations.- 8 Excursion to mathematical physics: A radically elementary definition of Feynman path integrals.- 9 A radically elementary theory of L?vy processes.- 10 Final remarks.
Format:Paperback
Language:English
ISBN:3642331483
ISBN13:9783642331480
Release Date:November 2012
Publisher:Springer
Length:112 Pages
Weight:0.44 lbs.
Dimensions:0.3" x 6.1" x 9.2"
Customer Reviews
0 rating
Copyright © 2025 Thriftbooks.com
Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
