Autor: Rajeeva L. Karandikar

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Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of fina …

This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have …

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formula …