文件名称：随机微积分
文件大小：243KB
文件格式：PDF
更新时间：2020-10-15 08:34:13
随机
These notes provide an introduction to stochastic calculus, the branch of mathematics that is most identi¯ed with ¯nancial engineering and mathematical ¯nance. We will ignore most of the \technical" details and take an \engineering" approach to the subject. We will cover more material than is strictly necessary for this course. Any material that is not required, however, should be of value for other courses such as Term Structure Models.