£60.04

A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)

Price data last checked 125 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

About as cheap as it gets. The only time it was cheaper was 11 months ago.

£60 today · all-time low £60 (Jul 2025) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 311 days • 311 data points (No recent data available)

Historical
Generating forecast...
£66.17 £59.21 £60.73 £62.25 £63.76 £65.28 £66.80 01 April 2025 17 June 2025 03 September 2025 19 November 2025 05 February 2026

Price Distribution

Price distribution over 311 days • 4 price levels

Days at Price
Current Price
149 days · current 132 days 19 days 11 days 0 37 75 112 149 £60 £62 £64 £66 Days at Price

Price Analysis

Most common price: £60 (149 days, 47.9%)

Price range: £60 - £66

Price levels: 4 different prices over 311 days

Description

A 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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
28 February 2022
Listed Since
11 November 2021

Barcode

No barcode data available

Similar Products You Might Like

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
98% match

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

CRC Press

£84.34 11 Jan 2026
Stochastic Processes: From Physics to Finance
98% match

Stochastic Processes: From Physics to Finance

Springer

£97.97 15 Feb 2026
Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)
98% match

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Springer

£62.68 19 Feb 2026
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
98% match

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

Springer

£47.45 14 Jan 2026
Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)
98% match

Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)

CRC Press

£150.18 22 Jan 2026
Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)
98% match

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Springer

£62.57 23 Jan 2026
Introduction to Stochastic Integration (Modern Birkhäuser Classics)
98% match

Introduction to Stochastic Integration (Modern Birkhäuser Classics)

Birkhauser

£60.16 28 Feb 2026
Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)
98% match

Brownian Motion and Stochastic Calculus: 113 (Graduate Texts in Mathematics, 113)

Springer

£39.95 12 Jan 2026
Stochastic Processes and Models
98% match

Stochastic Processes and Models

Oxford University Press

£57.07 08 Mar 2026
Elementary Stochastic Calculus, With Finance In View
97% match

Elementary Stochastic Calculus, With Finance In View

World Scientific Publishing Company

£20.69 07 Jan 2026
Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
97% match

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Springer

£91.48 09 Feb 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
97% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£59.80 08 Mar 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£107.97 12 Feb 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£85.60 10 Feb 2026
Stochastic Finance: An Introduction with Examples
97% match

Stochastic Finance: An Introduction with Examples

£82.89 12 Jan 2026
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
97% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 16 Feb 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
97% match

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Chapman and Hall/CRC

£140.00 02 Mar 2026
Stochastic Processes (Probability and Its Applications (duplicate))
97% match

Stochastic Processes (Probability and Its Applications (duplicate))

Birkhauser

£129.35 14 Apr 2026
Essentials of Stochastic Processes (Springer Texts in Statistics)
97% match

Essentials of Stochastic Processes (Springer Texts in Statistics)

£64.99 07 Jan 2026
Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)
97% match

Brownian Motion: A Guide to Random Processes and Stochastic Calculus (De Gruyter Textbook)

De Gruyter

£44.50 13 Jan 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 2026
Essentials of Stochastic Processes (Springer Texts in Statistics)
97% match

Essentials of Stochastic Processes (Springer Texts in Statistics)

Springer

£54.92 18 Mar 2026
Introduction To Stochastic Calculus With Applications (3Rd Edition)
97% match

Introduction To Stochastic Calculus With Applications (3Rd Edition)

Imperial College Press

£41.65 17 Mar 2026
A First Look At Stochastic Processes
97% match

A First Look At Stochastic Processes

Scientific Publishing

£56.20 08 Mar 2026