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This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics.Only a basic knowledge of calculus and probability is required for reading the book. The text takes the reader from a fairly low technical level to a sophisticated one gradually. Heuristic arguments are often given before precise results are stated, and many ideas are illustrated by worked-out examples. Exercises are provided at the end of chapters to help to test readers' understanding. This book is suitable for advanced undergraduate students, graduate students as well as research workers and practitioners.
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Introduction to Stochastic Calculus with Applications
Editore:
World Scientific Publishing Co, 1999
ISBN 10: 186094129X
ISBN 13: 9781860941290
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Hardcover. Condizione: Good. Condizione sovraccoperta: Good. Hardcover - clean, no marks, clean inside, good dj - from a private collection -. Codice articolo 34035-713.30723
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Introduction to Stochastic Calculus with Applications
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World Scientific Publishing Comp, 1999
ISBN 10: 186094129X
ISBN 13: 9781860941290
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Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_368017861
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Introduction to Stochastic Calculus with Applications + free jacket
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ISBN 10: 186094129X
ISBN 13: 9781860941290
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Hardcover. Condizione: Very Good. Condizione sovraccoperta: As New. 3rd Edition. 321 pages and all are clean, to the point of newish; with a bookplate, yes, but no writing; handsome black hardcovers, with BOLD gilt lettering; tight; this copy shows well, shelved; free blue jacket; I ship daily at 0900 CT IL USA; Codice articolo 005627
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Introduction to Stochastic Calculus With Applications
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Introduction To Stochastic Calculus With Applications
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Hardback. Condizione: New. This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics.Only a basic knowledge of calculus and probability is required for reading the book. The text takes the reader from a fairly low technical level to a sophisticated one gradually. Heuristic arguments are often given before precise results are stated, and many ideas are illustrated by worked-out examples. Exercises are provided at the end of chapters to help to test readers' understanding. This book is suitable for advanced undergraduate students, graduate students as well as research workers and practitioners. Codice articolo LU-9781860941290
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Introduction To Stochastic Calculus With Applications
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo CX-9781860941290
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Introduction to Stochastic Calculus With Applications
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ISBN 10: 186094129X
ISBN 13: 9781860941290
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Introduction To Stochastic Calculus With Applications
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo CX-9781860941290
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Introduction To Stochastic Calculus With Applications (Hardcover)
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Imperial College Press, London, 1998
ISBN 10: 186094129X
ISBN 13: 9781860941290
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Hardcover. Condizione: new. Hardcover. This is a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics. Only a basic knowledge of calculus and probability is required for reading this book. The text gradually takes the reader from a fairly low technical level to a sophisticated one. Heuristic arguments are often given before precise results are stated, and many ideas are illustrated by worked-out examples. Exercises are provided at the end of chapters to help test the readers' understanding. This book provides an introduction to stochastic calculus with some of its applications in mathematical finance, engineering, and the sciences. Applications in finance include pricing of financial derivatives. The filtering problem and its solution is presented as an application in engineering. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781860941290
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