A First Course in Stochastic Calculus

Arguin, Louis-Pierre

ISBN 10: 1470464888 / ISBN 13: 9781470464882

Editore: Amer Mathematical Society, 2022

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270 pages. 9.75x6.75x0.75 inches. In Stock. Codice articolo __1470464888

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Titolo: A First Course in Stochastic Calculus

Casa editrice: Amer Mathematical Society

Data di pubblicazione: 2022

Legatura: Paperback

Condizione: Brand New

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Riassunto:

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)