Statistics of Financial Markets: An Introduction
Professor Dr. Jürgen Franke, Professor Dr. Wolfgang K. Härdle, Professor Dr. Christian M. Hafner (auth.)
This book was such a relief after going through tens of books/lectures notes on stochastic calculus. Most math books give the theory behind Ito calculus (martingales, measure theory etc.), but fail to give the motivation and reasoning behind abstract definitions. This book does an excellent job in deriving many seemingly-complicated math formulas (or, theorems) using intuitive terms. It is an excellent read for people who have a reasonable background in probability theory, and are wishing to learn stochastic calculus (plus finance). I strongly recommend it to anyone who wants to learn the rudiments of Ito integral and see its applications in finance.
Categories:
Year:
2008
Edition:
2nd
Publisher:
Springer Berlin Heidelberg
Language:
english
Pages:
525
ISBN 10:
3540762728
ISBN 13:
9783540762720
Series:
Universitext
File:
PDF, 10.63 MB
IPFS:
,
english, 2008
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