A First Course in Stochastic Calculus (Paperback)

Louis-Pierre Arguin

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Lingua: inglese

Editore: American Mathematical Society, Providence, 2022

1470464888 / 9781470464882

Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail

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Venditore AbeBooks dal 12 ottobre 2005

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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

Titolo
A First Course in Stochastic Calculus (Paperback)
Autore
Louis-Pierre Arguin
Editore
American Mathematical Society, Providence
Anno di pubblicazione
2022
Condizione
new
Rilegatura
Paperback
Lingua
inglese
ISBN 10
1470464888
ISBN 13
9781470464882

Grand Eagle Retail

Bensenville, IL, U.S.A.

Venditore con 5 stelle

Venditore AbeBooks dal 12 ottobre 2005

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