Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)
9783319622255
Description
1 Elements of probability.- 2 Stochastic processes.- 3 Brownian motion.- 4 Conditional probability.- 5 Martingales.- 6 Markov Processes.- 7 The stochastic integral.- 8 Stochastic calculus.- 9 Stochastic Differential Equations.- 10 PDE problems and diffusions.- 11 Simulation.- 12 Back to stochastic calculus.- 13 An application: finance.- Solutions of the exercises.- References.- Index.
Productinformatie
| Auteur | Baldi, Paolo |
|---|---|
| Uitgever | Springer |
| Publicatiedatum | 23-11-2017 |
| Aantal pagina's | 641 |
| Taal | English |
| Bindwijze | paperback |
| Afmetingen | 3.2 x 15.9 x 24.1 centimeters |
| Gewicht | 889 grams |
| Editie | 1st ed. 2017 |
| ISBN | 9783319622255 |
| Conditie | Nieuw |
Discount: 2,5% (you save €2.00)
Features
Author
Baldi, Paolo
Binding
paperback
Language
English
Pages
641
Publication date
23-11-2017
Publisher
Springer
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