Artículos relacionados a INTRO TO STOCH CALC WITH APPL, 3 ED
Reseña del editor
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.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialICP
- Año de publicación2012
- ISBN 10 1848168314
- ISBN 13 9781848168312
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de edición3
- Número de páginas454
Comprar nuevo
Ver este artículo
EUR 95,05
EUR 3,52 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoOtras ediciones populares con el mismo título
Resultados de la búsqueda para INTRO TO STOCH CALC WITH APPL, 3 ED
Imagen del vendedor
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Antiguo o usado
Tapa dura
Librería: Big River Books, Powder Springs, GA, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Nº de ref. del artículo: 1EYX65000FOZ_ns
Cantidad disponible: 2 disponibles
Imagen de archivo
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: ABLIING23Mar2912160248315
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Introduction to Stochastic Calculus With Applications
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 12832587-n
Cantidad disponible: 16 disponibles
Imagen de archivo
Introduction To Stochastic Calculus With Applications (Third Edition)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: CW-9781848168312
Cantidad disponible: 15 disponibles
Imagen de archivo
Introduction to Stochastic Calculus with Applications (Third Edition)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: CW-9781848168312
Gastos de envío:
EUR 6,88
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 15 disponibles
Imagen de archivo
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: California Books, Miami, FL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: I-9781848168312
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Introduction to Stochastic Calculus With Applications
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 12832587-n
Gastos de envío:
EUR 17,58
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 16 disponibles
Imagen de archivo
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9781848168312_new
Gastos de envío:
EUR 14,04
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Introduction To Stochastic Calculus With Applications (3rd Edition)
Publicado por
Imperial College Press, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardback. Condición: New. New copy - Usually dispatched within 4 working days. 801. Nº de ref. del artículo: B9781848168312
Gastos de envío:
EUR 17,30
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Introduction To Stochastic Calculus With Applications (Third Edition) (Hardcover)
Publicado por
Imperial College Press, London, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
Nuevo
Tapa dura
Librería: Grand Eagle Retail, Fairfield, OH, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9781848168312
Cantidad disponible: 1 disponibles