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Introduction to Stochastic Calculus for Finance : A New Didactic Approach
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Introduction
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Chapter 2
Preliminaries
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Chapter 3
Introduction to Itô-Calculus
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Chapter 4
The Girsanov Transformation
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Chapter 5
Application to Financial Economics
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Chapter 6
Term Structure Models
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Chapter 7
Why Do We Need Itô-Calculus in Finance?
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Chapter 8
Appendix: Itô Calculus Without Probabilities
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Citations
dimensions_citation
26
Dimensions
Readers on
mendeley
60
Mendeley
Book overview
1. Introduction
2. Preliminaries
3. Introduction to Itô-Calculus
4. The Girsanov Transformation
5. Application to Financial Economics
6. Term Structure Models
7. Why Do We Need Itô-Calculus in Finance?
8. Appendix: Itô Calculus Without Probabilities
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Coventry University
1
Unknown