This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economics, and finance. Avoiding the measure-theoretic formalism, the author presents the material in a natural order and keeps technical ideas to a minimum. Any technical material is covered in sections that are separate from the main text. Students are encouraged to write computer programs using C++, MATLAB (R), or Mathematica (R).
- ISBN10 1466570806
- ISBN13 9781466570801
- Publish Date 15 January 2021 (first published 15 July 2017)
- Publish Status Withdrawn
- Publish Country US
- Publisher Taylor & Francis Inc
- Imprint CRC Press Inc
- Format Hardcover
- Pages 250
- Language English