Sinossi
Arguin presents a textbook for a course introducing stochasticcalculus to advanced undergraduate mathematics students, and tomaster's students in financial engineering. His goal is to makestochastic calculus accessible to students and practitioners in themany fields where it would be helpful, so, for example avoids measure theory concepts whenever possible. His topics include basic notions of probability, properties of Brownian motion, Ito calculus, Ito processes and stochastic differential equations, and applications to mathematical finance. Annotation ©2022 Ringgold, Inc., Portland, OR (protoview.com)
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per A First Course in Stochastic Calculus
Foto dell'editore
A First Course in Stochastic Calculus (Pure and Applied Undergraduate Texts, 53) [Paperback] Louis-Pierre Arguin
Editore:
American Mathematical Society, 2021
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Brossura
Da: Academic US, Piscataway, NJ, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Brand New. Excellent Customer Service. Codice articolo 9781470464882
Compra nuovo
EUR 63,65
Spedizione EUR 3,41
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
A First Course in Stochastic Calculus
Editore:
American Mathematical Society, 2022
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Brossura
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Valutazione del venditore 5 su 5 stelle
Condizione: New. 2022. Paperback. . . . . . Codice articolo V9781470464882
Compra nuovo
EUR 81,99
Spedizione EUR 10,50
Spedito da Irlanda a U.S.A.
Spedito da Irlanda a U.S.A.
Quantità: 15 disponibili
Foto dell'editore
A First Course in Stochastic Calculus (Paperback)
Editore:
American Mathematical Society, Providence, 2022
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Paperback
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: new. Paperback. A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. A complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781470464882
Compra nuovo
EUR 104,83
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
A First Course in Stochastic Calculus
Da: Revaluation Books, Exeter, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: Brand New. 270 pages. 9.75x6.75x0.75 inches. In Stock. Codice articolo __1470464888
Compra nuovo
EUR 93,99
Spedizione EUR 14,44
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
A First Course in Stochastic Calculus
Editore:
American Mathematical Society, 2021
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Brossura
Da: Kennys Bookstore, Olney, MD, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. 2022. Paperback. . . . . . Books ship from the US and Ireland. Codice articolo V9781470464882
Compra nuovo
EUR 101,79
Spedizione EUR 8,98
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 15 disponibili
Immagini fornite dal venditore
A First Course in Stochastic Calculus
Editore:
American Mathematical Society, US, 2022
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Paperback
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. Codice articolo LU-9781470464882
Compra nuovo
EUR 112,02
Spedizione gratuita
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 8 disponibili
Foto dell'editore
A First Course in Stochastic Calculus: 53
Editore:
American Mathematical Society, 2021
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Brossura
Da: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 4 su 5 stelle
Condizione: New. Codice articolo 400777426
Compra nuovo
EUR 105,19
Spedizione EUR 7,51
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 3 disponibili
Foto dell'editore
A First Course in Stochastic Calculus: 53
Editore:
American Mathematical Society, 2021
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Brossura
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Codice articolo 26395632397
Compra nuovo
EUR 115,78
Spedizione EUR 3,41
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 3 disponibili
Foto dell'editore
A First Course in Stochastic Calculus
Editore:
American Mathematical Society Mär 2022, 2022
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Neuware. Codice articolo 9781470464882
Compra nuovo
EUR 108,77
Spedizione EUR 62,58
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
A First Course in Stochastic Calculus (Paperback)
Editore:
American Mathematical Society, Providence, 2022
ISBN 10: 1470464888
ISBN 13: 9781470464882
Nuovo
Paperback
Da: AussieBookSeller, Truganina, VIC, Australia
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: new. Paperback. A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. A complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9781470464882
Compra nuovo
EUR 142,74
Spedizione EUR 31,66
Spedito da Australia a U.S.A.
Spedito da Australia a U.S.A.
Quantità: 1 disponibili