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Introduction To Stochastic Calculus With Applications (3rd Edition)
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Description for Introduction To Stochastic Calculus With Applications (3rd Edition)
Paperback. Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. Num Pages: 470 pages, black & white illustrations, figures. BIC Classification: PBWL. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 153 x 229 x 24. Weight in Grams: 650.
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 ... Read more
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 ... Read more
Product Details
Publisher
Imperial College Press United Kingdom
Number of pages
470
Format
Paperback
Publication date
2012
Condition
New
Number of Pages
452
Place of Publication
London, United Kingdom
ISBN
9781848168329
SKU
V9781848168329
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-4
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