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Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) | 
| Author: Thomas Mikosch
Publisher: World Scientific Publishing Co Pte Ltd
Category: Book
List Price: £24.00
Buy New: £22.80
You Save: £1.20 (5%)
New (29) Used (10) from £18.38
Avg. Customer Rating:  1 reviews
Sales Rank: 101968
Media: Hardcover
Number Of Items: 1
Pages: 212
Shipping Weight (lbs): 1.1
Dimensions (in): 8.6 x 6.2 x 0.5
ISBN: 9810235437
Dewey Decimal Number: 519.2
EAN: 9789810235437
ASIN: 9810235437
Publication Date: December 16, 1998
Shipping: Eligible for Super Saver Shipping
Availability: Usually dispatched within 24 hours
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| Customer Reviews:
Very intuitive...yet packed with maths! August 14, 2001
38 out of 38 found this review helpful
Building intuition in some maths topics can often feel like a difficult process at times so I'm glad to have stumbled across this book. As the title implies, compared to Neftci and Rennie/Baxter, this book covers less in terms of finance but focuses more on stochastic theory. It does this at a very intuitive level and yet manages to slip in a lot of (for me) advanced ideas. If you wish to begin to understand stochastic calculus, but find Oksendahls' so called introduction(!) way over your head, then I would strongly recomend this book.
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