Introduction to Stochastic Calculus with Applications
Autor Fima C. Klebaneren Limba Engleză Hardback – 20 mar 2012
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|---|---|---|
| Paperback (1) | 402.43 lei 6-8 săpt. | +67.69 lei 4-10 zile |
| Imperial College Press – 20 mar 2012 | 402.43 lei 6-8 săpt. | +67.69 lei 4-10 zile |
| Hardback (1) | 562.89 lei 6-8 săpt. | |
| Imperial College Press – 20 mar 2012 | 562.89 lei 6-8 săpt. |
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Specificații
ISBN-13: 9781848168312
ISBN-10: 1848168314
Pagini: 438
Dimensiuni: 157 x 229 x 30 mm
Greutate: 0.77 kg
Ediția:3
Editura: Imperial College Press
ISBN-10: 1848168314
Pagini: 438
Dimensiuni: 157 x 229 x 30 mm
Greutate: 0.77 kg
Ediția:3
Editura: Imperial College Press
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Cuprins
Preliminaries from Calculus; Concepts of Probability Theory; Basic Stochastic Processes; Brownian Motion Calculus; Stochastic Differential Equations; Diffusion Processes; Martingales; Calculus for Semimartingales; Pure Jump Processes; Change of Probability Measure; Applications in Finance: Stock and FX Options; Applications in Finance: Bonds, Rates and Options; Applications in Biology; Applications in Engineering and Physics.