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4 of 4 people found the following review helpful:
5.0 out of 5 stars
A really good book!,
By
This review is from: Applied Stochastic Control of Jump Diffusions (Paperback)
I found this book interesting and to the point both mathematically and in explaining some of the financial problems which can be solved using the theory. It's easy to read and understand, even though some of the proofs can be a little hard in the first reading. The exercises, and the solutions (yes, there is a chapter devoted to solutions of most of the exercises) make the understanding of the theory complete.
I really liked this book! |
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Applied Stochastic Control of Jump Diffusions by B. K. Øksendal (Paperback - December 22, 2004)
Used & New from: $16.80
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