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1、LectureNotesinEconomicsandMathematicalSystems579FoundingEditors:M.BeckmannH.P.KünziManagingEditors:Prof.Dr.G.FandelFachbereichWirtschaftswissenschaftenFernuniversitätHagenFeithstr.140/AVZII,58084Hagen,GermanyProf.Dr.W.TrockelInstitutfürMathematischeWirts
2、chaftsforschung(IMW)UniversitätBielefeldUniversitätsstr.25,33615Bielefeld,GermanyEditorialBoard:A.Basile,A.Drexl,H.Dawid,K.Inderfurth,W.Kürsten,U.SchittkoDieterSondermannIntroductiontoStochasticCalculusforFinanceANewDidacticApproachWith6Figures123Prof.Dr
3、.DieterSondermannDepartmentofEconomicsUniversityofBonnAdenauerAllee2453113Bonn,GermanyE-mail:sondermann@uni-bonn.deISBN-103-540-34836-0SpringerBerlinHeidelbergNewYorkISBN-13978-3-540-34836-8SpringerBerlinHeidelbergNewYorkThisworkissubjecttocopyright.Allr
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8、adeeperunderstandingofstochasticcalculus.PrefaceTherearebynownumerousexcellentbooksavailableonstochasticcal-culuswithspecificapplicationstofinance,suchasDuffie(2001),Elliott-Kopp(1999),Karatzas-Shreve(1998),Lamberton-Lapeyre(1
