Ebook: Elementary Stochastic Calculus With Finance in View
Author: Thomas Mikosch
- Genre: Mathematics // Probability
- Series: Advanced series on statistical science & applied probability 6
- Year: 1998
- Publisher: World Scientific Publ
- City: Singapore; River Edge, N.J
- Language: English
- djvu
I found this textbook extremely teaching-oriented and an excellent introduction to a very hard subject, such as stochastic calculus. I would definitely recommend it for a Master's level financial engineering course.
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