Paperback
Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.
Introduction To Stochastic Calculus With Applications (Third Edition)
$119.20
- Paperback
454 pages
- Release Date
22 March 2012
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Summary
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations’ models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochast…
Book Details
| ISBN-13: | 9781848168329 |
|---|---|
| ISBN-10: | 1848168322 |
| Author: | Fima C. Klebaner |
| Publisher: | Imperial College Press |
| Imprint: | Imperial College Press |
| Format: | Paperback |
| Number of Pages: | 454 |
| Edition: | 3rd |
| Release Date: | 22 March 2012 |
| Weight: | 700g |
| Dimensions: | 24mm x 153mm x 228mm |
A-Format111 × 178 mm
B-Format130 × 198 mm
153 × 228 mm
C-Format153 × 234 mm
A4210 × 297 mm
mm / in
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