Introduction to stochastic calculus for finance : a new didactic approach : with 6 figures /

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Bibliographic Details
Author / Creator:	Sondermann, Dieter.
Imprint:	Berlin : Springer, c2006.
Description:	1 online resource (x, 136 p.) : ill.
Language:	English
Series:	Lecture notes in economics and mathematical systems, 0075-8442 ; 579 Lecture notes in economics and mathematical systems ; 579.
Subject:	Finance -- Mathematical models -- Textbooks. Stochastic analysis -- Textbooks. Finance -- Mathematical models. Stochastic analysis. Textbooks.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8880259

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ISBN:	9783540348375 3540348379 9786610724918 6610724911 3540348360 (Paper) 9783540348368 (Paper)
Notes:	Includes bibliographical references. Description based on print version record.
Summary:	Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's calculus "pathwise" as an exercise in real analysis.
Other form:	Print version: Sondermann, Dieter. Introduction to stochastic calculus for finance. Berlin : Springer, c2006 3540348360 9783540348368

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