TY  - BOOK
AU  - Gushchin,Alexander A.
TI  - Stochastic calculus for quantitative finance
T2  - Optimization in insurance and finance set
SN  - 9781785480348 (hbk.)
AV  - QA274 .G87 2015
U1  - 519.236 22
PY  - 2015///
CY  - London, UK, Kidlington, Oxford, UK
PB  - ISTE Press, Elsevier
KW  - Stochastic processes
KW  - Finance
KW  - Mathematical models
N1  - Includes bibliographical references and index
N2  - This book provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of stochastic integration in Mathematical Finance, in particular, the arbitrage theory. The exposition follows the traditions of the Strasbourg school. It covers the general theory of stochastic processes, local martingales and processes of bounded variation, the theory of stochastic integration, definition and properties of the stochastic exponential; a part of the theory of Levy processes
ER  -