"Sinopsis" puede pertenecer a otra edición de este libro.
From the reviews of the fifth edition:
"This is a highly readable and refreshingly rigorous introduction to stochastic calculus. ... This is not a watered-down treatment. It is a serious introduction that starts with fundamental measure-theoretic concepts and ends, coincidentally, with the Black-Scholes formula as one of several examples of applications. This is the best single resource for learning the stochastic calculus ... ." (riskbook.com, 2002)
From the reviews of the sixth edition:
"The book ... has evolved from a 200-page typewritten booklet to a modern classic. Part of its charm and success is the fact that the author does not bother too much with the (for the novice) cumbersome rigorous theory ... . This does not mean that the book is not rigorous, it is just the timing and dosage of mathematical rigour ... that is palatable for undergraduates ... . a highly readable account, suitable for self-study and for use in the classroom." (René L. Schilling, The Mathematical Gazette, March, 2005)
"This is the sixth edition of the classical and excellent book on stochastic differential equations. The main difference with the next to last edition is the addition of detailed solutions of selected exercises ... . This is certainly an excellent idea in view to test its ability of applications of the concepts ... . certainly one of the best books on the subject, it will be very helpful to any graduate students and also very valuable for any analysts of financial market." (Stéphane Métens, Physicalia, Vol. 26 (1), 2004)
"This is now the sixth edition of the excellent book on stochastic differential equations and related topics. ... the presentation is successfully balanced between being easily accessible for a broad audience and being mathematically rigorous. The book is a first choice for courses at graduate level in applied stochastic differential equations. The inclusion of detailed solutions to many of the exercises in this edition also makes it very useful for self-study." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1025, 2003)
"Sobre este título" puede pertenecer a otra edición de este libro.
Gastos de envío:
EUR 2,46
A Estados Unidos de America
Descripción Condición: New. Nº de ref. del artículo: 1765085-n
Descripción Soft Cover. Condición: new. Nº de ref. del artículo: 9783540047582
Descripción paperback. Condición: New. Language: ENG. Nº de ref. del artículo: 9783540047582
Descripción Condición: New. Book is in NEW condition. Nº de ref. del artículo: 3540047581-2-1
Descripción Condición: New. New! This book is in the same immaculate condition as when it was published. Nº de ref. del artículo: 353-3540047581-new
Descripción Condición: New. Nº de ref. del artículo: ABLIING23Mar3113020156642
Descripción PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: GB-9783540047582
Descripción PF. Condición: New. Nº de ref. del artículo: 6666-IUK-9783540047582
Descripción Condición: New. Nº de ref. del artículo: 1765085-n
Descripción Condición: New. In. Nº de ref. del artículo: ria9783540047582_new