Stochastic calculus and financial applications /

Steele, J. Michael.

Stochastic calculus and financial applications / J. Michael Steele. - New York : Springer, c2001. - ix, 300 p. ; 25 cm. - Applications of mathematics ; 45 .

Includes bibliographical references (p. [294]-295) and index.

0387950168 (hc : alk. paper)

00025890


Stochastic analysis.
Business mathematics.

519.2 / S8141