£20.69

World Scientific Publishing Company Elementary Stochastic Calculus, With Finance In View

Price data last checked 153 day(s) ago - refreshing...

View at Amazon

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

This is the usual price. Wait for it to drop, or tell us your number.

£21 today · usual range £0–£0 · best ever £15

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 578 days • 578 data points (No recent data available)

Historical
Generating forecast...
£48.00 £11.99 £19.84 £27.70 £35.56 £43.42 £51.27 09 June 2024 31 October 2024 24 March 2025 15 August 2025 07 January 2026

Price Distribution

Price distribution over 578 days • 3 price ranges

Days at Price
Current Price
435 days · current 128 days 15 days 0 109 218 326 435 £15-22 £22-28 £41-48 Days at Price

Price Analysis

Most common range: £15-22 (435 days, 75.3%)

Price range: £15 - £48

Price levels: 3 price ranges over 578 days

Description

Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Itô calculus and/or stochastic finance.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
02 November 1998
Listed Since
22 January 2007

Barcode

No barcode data available

Similar Products You Might Like

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
Problems and Solutions in Mathematical Finance, Volume 1: Stochastic Calculus (The Wiley Finance Series)
98% match

Problems and Solutions in Mathematical Finance, Volume 1: Stochastic Calculus (The Wiley Finance Series)

Wiley

£38.19 03 Mar 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
98% match

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

Chapman and Hall/CRC

£140.00 02 Mar 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 Finance: An Introduction with Examples
98% match

Stochastic Finance: An Introduction with Examples

£82.89 12 Jan 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
98% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£124.00 13 Jan 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
98% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£131.82 13 Jan 2026
A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts)
97% match

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

£60.04 05 Feb 2026
Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)
97% match

Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)

Springer

£49.98 10 Jan 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
Continuous Stochastic Calculus with Applications to Finance
97% match

Continuous Stochastic Calculus with Applications to Finance

CRC Press

£60.89 08 Apr 2026
Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)
97% match

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

Springer

£62.57 23 Jan 2026
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
97% match

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

Springer

£45.13 14 Jan 2026
Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance
97% match

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Elsevier

£65.39 24 Feb 2026
Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)
97% match

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

CRC Press

£150.18 22 Jan 2026
Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
97% match

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

CRC Press

£84.34 11 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
Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium
97% match

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 5th Ritsumeikan International Symposium

World Scientific Publishing Company

£145.84 10 Apr 2026
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
97% match

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£85.40 22 Feb 2026
Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)
97% match

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Routledge

£57.03 12 Mar 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
Stochastic Calculus and Financial Applications: 45 (Stochastic Modelling and Applied Probability, 45)
97% match

Stochastic Calculus and Financial Applications: 45 (Stochastic Modelling and Applied Probability, 45)

Springer

£55.35 13 Jan 2026
Essentials of Stochastic Processes (Springer Texts in Statistics)
97% match

Essentials of Stochastic Processes (Springer Texts in Statistics)

£64.99 07 Jan 2026
Analytically Tractable Stochastic Stock Price Models (Springer Finance)
97% match

Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Springer

£44.98 09 Feb 2026