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

The Saint Bookstore has a range of over 1 million titles available.

Visita la pagina della libreria

Informazioni sull?azienda del venditore

SB ONLINE LTD
50 Devonshire Road, Southport, PR9 7BZ, United Kingdom

Condizioni di vendita e spedizione

Condizioni di vendita

Please order through the Abebooks checkout. We only take orders through Abebooks - We don't take direct orders by email or phone.

Refunds or Returns: A full refund of the purchase price will be given if returned within 30 days in undamaged condition.

As a seller on abebooks we adhere to the terms explained at http://www.abebooks.co.uk/docs/HelpCentral/buyerIndex.shtml - if you require further assistance please email us at orders@thesaintbookstore.co.uk

Diritto di recesso

Condizioni di spedizione

Most orders usually ship within 1-3 business days, but some can take up to 7 days.

Tariffe di spedizione da Regno Unito a U.S.A.

Tariffe di spedizione da Regno Unito a U.S.A.
Quantit� dell?ordine	Da 7 a 28 giorni lavorativi	Da 7 a 28 giorni lavorativi
Primo articolo	EUR 19.84	EUR 22.14

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.