Overview

From Stochastic Calculus to Mathematical Finance is a book by Yu Kabanov, R. Liptser, J. Stoyanov and Yuri Kabanov, first published in 2006. In this catalogue it is classified mainly under Stochastic Calculus, with secondary coverage of Mathematical Finance.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (8/10); readers are typically expected to know calculus, differential equations, probability theory and stochastic processes.

Orientation. The metadata points to a theory-first treatment. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 89% and difficulty confidence is 85%; the catalogue lists no ratings or awards.