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Stochastic Processes and Calculus

An Elementary Introduction with Applications

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  • 412 pages
  • 15 hours of reading

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Focusing on stochastic processes and calculus, this textbook serves as a thorough introduction to their applications in finance and economics, particularly in mathematical finance and time series econometrics. It highlights the significance of stochastic calculus in modeling financial markets and provides mathematical solutions for stochastic differential equations. Additionally, it explores statistical inference for nonstationary processes, making it a valuable resource for understanding modern financial theories and methodologies.

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Stochastic Processes and Calculus, Uwe Hassler

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2019
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