000			01744nam a22003373a 4500
001			990223538000107026
003			BD-KhUET
005			20250113113641.0
008			250113s2001 nyu ob 001 0 eng d
020			_a9781468493054 (electronic bk.)
020			_a1468493051 (electronic bk.)
020			_z9781441928627
040			_aNhCcYBP _cNhCcYBP _dUkOxU _dBD-KhUET
082	0	4	_a519.2 _221
100	1		_aSteele, J. Michael.
245	1	0	_aStochastic calculus and financial applications / _cJ. Michael Steele.
260			_aNew York : _bSpringer, _c©2001.
300			_aix, 300 P. : _bill. ; _c23 cm.
490	1		_aApplications of mathematics ; _v45
504			_aIncludes bibliographical references (pages 294-295) and index.
505	0		_aRandom 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.
533			_aElectronic reproduction. _bIpswich, MA _nAvailable via World Wide Web.
650		0	_aStochastic analysis.
650		0	_aBusiness mathematics. _9917
710	2		_aEBSCOhost
776	0	8	_cOriginal _z0387950168 _z9780387950167 _z1441928626 _z9781441928627 _w(DLC) 00025890
830		0	_aApplications of mathematics ; _v45.
856	4	0	_3EBSCO eBooks _uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=2532837
942			_2ddc _cBK
999			_c18575 _d18575