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Introduction to Stochastic Calculus

Introduction to Stochastic Calculus

Paperback

Series: Quantphi Mathematical Finance, Book 1

Probability & Statistics

ISBN13: 9791399262803
Publisher: Quantphi
Published: Jul 29 2026
Pages: 194
Weight: 0.59
Height: 0.41 Width: 6.00 Depth: 9.00
Language: English
Introduction to Stochastic Calculus develops the theory of stochastic calculus for Itô processes in a rigorous, systematic, and self-contained manner, placing particular emphasis on mathematical intuition, careful motivation, and complete proofs. Throughout the text, mathematical concepts are illustrated through examples and reinforced by numerous exercises and problems with complete solutions.

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Probability & Statistics