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040			_aNISER LIBRARY _beng _cNISER LIBRARY
082			_a519.21 _bARG-F
100			_aArguin, Louis-Pierre
245			_aFirst course in stochastic calculus
260			_aIndia : _bUniversities Press, _c2025.
300			_axv, 270 pages : _billustrations ; _c26 cm
490			_aPure and applied undergraduate texts, _v53 _x1943-9334 ;
490			_aThe Sally series
504			_aIncludes bibliographical references and index.
520			_aA First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus. Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance.
521			_aReadership: Undergraduate and graduate students interested in advanced probability and the applications of stochastic calculus to finance. Finance professionals who want to develop their knowledge and intuition of stochastic calculus.
650			_aStochastic analysis
650			_aCalculus
650			_aStochastic processes
650			_aProbability theory and stochastic processes
650			_aMathematical finance _xDerivative securities
856			_3Table of Contents _uhttps://www.ams.org/bookstore/pspdf/amstext-53-toc.pdf?_gl=1*1b8949p*_ga*NzkyMDE0ODczLjE3NTAwNDYzMjU.*_ga_26G4XFTR63*czE3NTAwNDYzMjQkbzEkZzEkdDE3NTAwNDg3MjAkajU0JGwwJGgw
856			_3Reviews _uhttps://www.goodreads.com/book/show/59092289-a-first-course-in-stochastic-calculus?ref=nav_sb_ss_1_13#CommunityReviews
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