First course in stochastic calculus /
A First course in stochastic calculus
Louis-Pierre Arguin.
- Providence : American Mathematical Society, 2025.
- xv, 270 pages : illustrations ; 25 cm.
- Pure and applied undergraduate texts 53 .
9789349750784 (pbk.)
Stochastic analysis. Calculus. Stochastic processes. Probability theory and stochastic processes -- Stochastic processes -- General theory of processes. Probability theory and stochastic processes -- Stochastic analysis [See also 58J65] -- Stochastic integrals. Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities. Game theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods).