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内容（「MARC」データベースより）
確率論の基礎からファイナンスへの応用、ブラック=ショールズ公式の導出までを文系学生にも理解できるように解説。
現在の複雑なデリバティブを読み解く金融工学の入門書。
--このテキストは、 単行本 版に関連付けられています。

Book 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.