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632 pages • missing pub info (editions)
ISBN/UID: 9780262036559
Format: Hardcover
Language: English
Publisher: MIT Press
Publication date: Not specified
Description
The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview...
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632 pages • missing pub info (editions)
ISBN/UID: 9780262036559
Format: Hardcover
Language: English
Publisher: MIT Press
Publication date: Not specified
Description
The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview...
Community Reviews
Content Warnings