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Introductory Stochastic Analysis for Finance and Insurance
ISBN: 978-0-471-71642-6
Hardcover
248 pages
March 2006
US $95.50 Add to Cart

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  • Reviews
"…a positive addition to the introductory textbooks on stochastic calculus for financial applications." (Journal of the American Statistical Association, June 2007)

"The actuarial topics discussed by the author are absolutely nonstandard and provide a strong point in favor of this book compared to its competitors…" (Mathematical Reviews, Issue 2007a)

"…very suitable for practitioners who just need to understand the main connections between some financial concepts and stochastic analysis." (MAA Reviews, April 30, 2006)

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