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Stochastic Calculus and Financial Applications
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Random Walk and First Step Analysis
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Chapter 2
First Martingale Steps
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Chapter 3
Brownian Motion
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Chapter 4
Martingales: The Next Steps
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Chapter 5
Richness of Paths
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Chapter 6
Itô Integration
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Chapter 7
Localization and Itô’s Integral
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Chapter 8
Itô’s Formula
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Chapter 9
Stochastic Differential Equations
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Chapter 10
Arbitrage and SDEs
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Chapter 11
The Diffusion Equation
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Chapter 12
Representation Theorems
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Chapter 13
Girsanov Theory
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Chapter 14
Arbitrage and Martingales
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Chapter 15
The Feynman-Kac Connection
Overall attention for this book and its chapters
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Mentioned by
twitter
4
X users
syllabi
14
institutions with syllabi
wikipedia
3
Wikipedia pages
Citations
dimensions_citation
219
Dimensions
Readers on
mendeley
64
Mendeley
Book overview
1. Random Walk and First Step Analysis
2. First Martingale Steps
3. Brownian Motion
4. Martingales: The Next Steps
5. Richness of Paths
6. Itô Integration
7. Localization and Itô’s Integral
8. Itô’s Formula
9. Stochastic Differential Equations
10. Arbitrage and SDEs
11. The Diffusion Equation
12. Representation Theorems
13. Girsanov Theory
14. Arbitrage and Martingales
15. The Feynman-Kac Connection
Summary
X
Syllabi
Wikipedia
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
25
syllabi from
14
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Illinois Institute of Technology
4
Unknown
University of Southern California
3
Unknown
Columbia University in the City of New York
2
Unknown
University of Sheffield
2
Unknown
University of Miami
2
Unknown
King's College London, University of London
2
Unknown
University of Houston
1
Unknown
Brunel University Uxbridge
1
Economics
Indian Institute of Technology, Guwahati
1
Medicine
Université Libre de Bruxelles
1
Economics, Business
Georgia State University
1
Business
University of Pennsylvania
1
Unknown
University of Milan
1
Unknown
Unknown
3
Medicine