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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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Introduction to Stochastic Calculus with Applications
Da: Basi6 International, Irving, TX, U.S.A.
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-251236
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Introduction to Stochastic Calculus with Applications
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
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Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-149584
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Introduction To Stochastic Calculus With Applications (2Nd Edition)
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR007323161
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Introduction to Stochastic Calculus With Applications (2nd Edition)
Editore:
Imperial College Press, 2006
ISBN 10: 186094566X
ISBN 13: 9781860945663
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains pen, pencil & highlighter markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9781860945663. Codice articolo 5842647
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Introduction to Stochastic Calculus With Applications (2nd Edition)
Editore:
Imperial College Press, 2005
ISBN 10: 186094566X
ISBN 13: 9781860945663
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Da: Anybook.com, Lincoln, Regno Unito
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Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9781860945663. Codice articolo 5842646
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Introduction to Stochastic Calculus with Applications Klebaner, Fima C.
Da: online-buch-de, Dozwil, Svizzera
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Paperback. Condizione: gebraucht; wie neu. Codice articolo 506-5-1-10
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Introduction To Stochastic Calculus With Applications
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo CW-9781860945663
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Introduction to Stochastic Calculus with Applications (Second Edition)
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo CW-9781860945663
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Introduction to Stochastic Calculus with Applications
Editore:
Imperial College Press, 2005
ISBN 10: 186094566X
ISBN 13: 9781860945663
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Da: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: Used. Codice articolo 181328829
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Introduction To Stochastic Calculus With Applications
Editore:
Imperial College Press, GB, 2005
ISBN 10: 186094566X
ISBN 13: 9781860945663
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Da: Rarewaves.com UK, London, Regno Unito
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Paperback. Condizione: New. Second Edition. This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author. Codice articolo LU-9781860945663
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