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.

Product Description

Rare Book

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

Descrizione libreria

Australian Book seller. Weide varierty of fiction and non-fiction books

Visita la pagina della libreria

Informazioni sull?azienda del venditore

sadia zaki
21, harriet court, Salisbury Plain, SA, 5107, Australia

Condizioni di vendita e spedizione

Condizioni di vendita

Ships from Australia and USA

Diritto di recesso

Condizioni di spedizione

Shipping rates are for 1 KG book. For heavy items additional charges may be requested

Tariffe di spedizione da Australia a Italia

Tariffe di spedizione da Australia a Italia
Quantit� dell?ordine	Da 8 a 17 giorni lavorativi	Da 4 a 8 giorni lavorativi
Primo articolo	EUR 0.00	EUR 12.93

I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.