Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch