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Lecture Notes in Economics and Mathematical Systems Ser.: Introduction to Stochastic Calculus for Finance : A New Didactic Approach by Dieter Sondermann (2006, Trade Paperback)

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Introduction to Stochastic Calculus for Finance by Dieter Sondermann. Title Introduction to Stochastic Calculus for Finance. Format Paperback. Author Dieter Sondermann.

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to Stochastic Calculus for Finance A New Didactic Approach With 6 Figures 123 Prof. Dr. Dieter Sondermann Department of Economics University of Bonn Adenauer Allee 24 53113 Bonn, Germany E-mail: sondermann@uni-bonn. de ISBN-10 3-540-34836-0 Springer Berlin Heidelberg New York ISBN-13 978-3-540-34836-8 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, speci'cally the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on micro'lm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science+Business Media springeronline. com © Springer-Verlag Berlin Heidelberg 2006 Printed in Germany The use of general descriptive names, registered names, trademarks, etc. in this pub- cation does not imply, even in the absence of a speci'c statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Camera ready by author Cover: Erich Kirchner, Heidelberg Production: LE-T X, Jelonek, Schmidt & Vöckler GbR, Leipzig E SPIN 11769675 Printed on acid-free paper - 42/3100 - 5 4 3 2 1 0 To Freddy, Hans and Marek, who patiently helped me to a deeper understanding of stochastic calculus.

Product Identifiers

Publisher
Springer Berlin / Heidelberg
ISBN-10
3540348360
ISBN-13
9783540348368
eBay Product ID (ePID)
57053897

Product Key Features

Author
Dieter Sondermann
Publication Name
Introduction to Stochastic Calculus for Finance : a New Didactic Approach
Format
Trade Paperback
Language
English
Series
Lecture Notes in Economics and Mathematical Systems Ser.
Publication Year
2006
Type
Textbook
Number of Pages
X, 138 Pages

Dimensions

Item Length
9.3in
Item Width
6.1in
Item Weight
17.3 Oz

Additional Product Features

Series Volume Number
579
Number of Volumes
1 Vol.
Lc Classification Number
Hb1-846.8
Reviews
From the reviews:"It serves as an introduction to stochastic calculus and integration without any measure theoretical background â€¦ . In summary the book provides a very readable introduction to mathematical finance. â€¦ For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k), From the reviews: "It serves as an introduction to stochastic calculus and integration without any measure theoretical background ... . In summary the book provides a very readable introduction to mathematical finance. ... For a general mathematician it gives a quick insight into the basic concepts of stochastic analysis and mathematical finance and might give some motivation to study the underlying theory in more detail." (Ludger Overbeck, Mathematical Reviews, Issue, 2007 k)
Table of Content
Preliminaries.- to Itô-Calculus.- The Girsanov Transformation.- Application to Financial Economics.- Term Structure Models.- Why Do We Need Itô-Calculus in Finance'.- Appendix: Itô Calculus Without Probabilities.
Copyright Date
2006
Topic
Probability & Statistics / Stochastic Processes, Finance / General, Economics / Macroeconomics, General
Dewey Decimal
332.0151922
Intended Audience
Scholarly & Professional
Dewey Edition
22
Illustrated
Yes
Genre
Business & Economics, Mathematics

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Lecture Notes in Economics and Mathematical Systems Ser.: Introduction to Stochastic Calculus for Finance : A New Didactic Approach by Dieter Sondermann (2006, Trade Paperback)

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Additional Product Features

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