|  | Author: Thomas Mikosch
Publisher: World Scientific Publishing Company
List Price: $41.00
Buy New: $35.27
as of 11/22/2009 19:56 CST details
You Save: $5.73 (14%)
New (18) Used (9) from $24.99
Seller: Amazon.com
Rating:  15 reviews
Sales Rank: 217424
Languages: English (Original Language), English (Unknown), English (Published)
Media: Hardcover
Pages: 212
Number Of Items: 1
Shipping Weight (lbs): 1.1
Dimensions (in): 8.6 x 6.2 x 0.5
ISBN: 9810235437
Dewey Decimal Number: 519.2
EAN: 9789810235437
ASIN: 9810235437
Publication Date: October 30, 1999
Availability: Usually ships in 24 hours
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| Customer Reviews:
Showing reviews 6-10 of 15
 A well organised and high standard little book January 16, 2007
Stephen Tam Kwok Keung (Hong Kong)
4 out of 4 found this review helpful
It is amazing that the author can expose the difficult topics step-by-step clearly in such a little book of less than 200 pages. Mikosch starts the book by introducing basic probability theories and stochastic processes which are prerequisite for the development of stochastic integrals, techniques for solving stochastic differential equations and applications in modern finance. However, reader should be aware that although the book is recommended for those without "deep" mathematical background, it is not suitable for average advanced undergraduates and practitioners without serious statistics and advanced claculus trainings. In my opinion, this book is suitable for those whos have finished the book like Financial Calculus by Baxter and Rennie and are looking for more formal details of the subject matter.
Best introduction January 7, 2007
William B. Searle (ny, ny usa)
2 out of 2 found this review helpful
if you're looking for an introduction to stochastic calculus that uses english and pictures instead of mathematical symbols, this is the place to start. only problem is that it doesn't cover very much, just the very basics. much easier than oksendel. i wish it covered as much.
Best start November 30, 2006
A. Kvashchuk (London, UK)
1 out of 1 found this review helpful
This is an excellent book to start with before reading any book on continuous time finance.
The author actually spends only the last dozen of pages related to finance, but you get all the preparation you need before learning about derivatives pricing.
Stochastic Calculus May 6, 2006
ssfsumit (Massachusetts)
5 out of 5 found this review helpful
Very gentle introduction to basic elements to do stochastic calculus. A good grasp of this little book makes it far easier to
understand the next higher level books (say, Stochastic Calculus-II, S. Shreve).
Read this before Shreve March 19, 2005
tbonds (USA)
11 out of 11 found this review helpful
Read this small book before reading Shreve's volume II book.
The sections on conditional expectataions, martingales, and Brownian motion are well written and simple enough to understand. While not packed with finance examples until the last chapter, the author attempts to provide what is needed of the subject matter to successfully complete a first semester course in Stochastic Calculus. Once read, it's a great second reference.
Showing reviews 6-10 of 15
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