Introduction to Stochastic Calculus With Applications - Rilegato

Klebaner, Fima C.

 
9781860945557: Introduction to Stochastic Calculus With Applications
Rilegato
ISBN 10: 1860945554 ISBN 13: 9781860945557
Casa editrice: Imperial College Pr, 2005

Sinossi

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. The 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.

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Product Description

Book by Fima C Klebner

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Imperial College Pr
Data di pubblicazione
2005
Lingua
Inglese
ISBN 10 
1860945554
ISBN 13 
9781860945557
Rilegatura
Copertina rigida
Numero edizione
2
Numero di pagine
432
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9781860945663: Introduction To Stochastic Calculus With Applications (2Nd Edition)

Edizione in evidenza

ISBN 10:  186094566X ISBN 13:  9781860945663
Casa editrice: Icp, 2005
Brossura