TY  - BOOK
AU  - Steele,J.Michael
ED  - EBSCOhost
TI  - Stochastic calculus and financial applications
T2  - Applications of mathematics
SN  - 9781468493054 (electronic bk.)
U1  - 519.2 21
PY  - 2001///
CY  - New York
PB  - Springer
KW  - Stochastic analysis
KW  - Business mathematics
N1  - Includes bibliographical references (pages 294-295) and index; Random Walk and First Step Analysis -- First Martingale Steps -- Brownian Motion -- Martingale: The Next Steps -- Richness of Paths -- Itô Integration -- Localization and Itô's Integral -- Itô's Formula -- Stochastic Differential Equations -- Arbitrage and SDEs -- The Diffusion Equation -- Representation Theorem -- Girsanov Theory -- Arbitrage and Martingales -- The Feynman-Kac Connection -- Appendix I. Mathematical Tools -- Appendix II. Comments and Credits -- Bibliography -- Index; Electronic reproduction; Ipswich, MA; Available via World Wide Web
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2532837
ER  -