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Stochastic calculus for finance

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    "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM

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    Stochastic calculus for finance,

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    Released
    2004
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    (Hardcover)
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    Title
    Stochastic calculus for finance
    Language
    English
    Authors
    Publisher
    Springer
    Released
    2004
    Format
    Hardcover
    ISBN10
    0387401016
    ISBN13
    9780387401010
    Series
    Rating
    4.4 out of 5
    Description
    "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM