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stochastic calculus and financial applications

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Elementary Stochastic Calculus with Finance in View

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    Mathematical finance, and attempt to use stochastic calculus to obtain the corresponding value of The latter focuses on applications and Contents Preface v 1. Random Walk and First Step Analysis 1 1.1. First Step Analysis 1 1.2. Time and Infinity 2 1.3. Tossing an Unfair Coin 5

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    Buy Stochastic Calculus and Financial Applications from Dymocks online BookStore. Find latest reader reviews and much more at Dymocks Stochastic Calculus and Financial Applications, An Introduction with Applications, by Bernt Oksendal (Optional) Assignments. There will be 4 assignments (50%).