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Paperback Stochastic Calculus with Infinitesimals Book
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ISBN: 3642331483

ISBN13: 9783642331480

Stochastic Calculus with Infinitesimals

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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...

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Condition: New

$54.64
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Math Mathematics Science & Math

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