E-book
Stochastic Calculus with Infinitesimals [electronic resource] / by Frederik Herzberg.
Record details
- ISBN: 9783642331497
- Physical Description: XVIII, 112 p. online resource.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : 2013.
Search for related items by subject
Search for related items by series
Electronic resources
| 1 Infinitesimal calculus, consistently and accessibly | ||
| 2 Radically elementary probability theory | ||
| 3 Radically elementary stochastic integrals | ||
| 4 The radically elementary Girsanov theorem and the diffusion invariance principle | ||
| 5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing | ||
| 6 Excursion to financial engineering: Volatility invariance in the Black-Scholes model | ||
| 7 A radically elementary theory of Itô diffusions and associated partial differential equations | ||
| 8 Excursion to mathematical physics: A radically elementary definition of Feynman path integrals | ||
| 9 A radically elementary theory of Lévy processes | ||
| 10 Final remarks. |
