Introduction To Stochastic Calculus With Applications (3rd Edition)

Autor: Fima C Klebaner

Jazyk:

Väzba: Brožovaná

Vydavateľ: IMPERIAL COLLEGE PRESS

Dostupnosť: Skladom u dodávateľa

Odosielame za 9-15 dní

57.09 €

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main a...

Informácie o knihe

Autor

Fima C Klebaner

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

452

EAN

9781848168329

ISBN

1848168322

Enbook ID

04429705

Vydavateľ

IMPERIAL COLLEGE PRESS

Hmotnosť

676

Rozmery

229 x 153 x 24

Kompletný popis

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 stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study. In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference. Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. This book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Introduction To Stochastic Calculus With Applications (3rd Edition)

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež