Items related to INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS...
Synopsis
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.
"synopsis" may belong to another edition of this title.
From the Author
I wanted to write a book that would introduce stochastic calculus, which is a very technical subject, in a simpleminded way. The book is a mathematical text, but the entrance level is lower than other rigorous stochastic calculus books. It is is suitable for advanced undergraduates, graduates and researchers in probability & statistics and mathematical finance.
Review
"It provides a good introduction to stochastic analysis, leaving out several of the more technical proofs."
.,." contains many worked out examples while the stochastic calculus is presented in a concentrated but transparent form.?
"About this title" may belong to another edition of this title.
- PublisherImperial College Press
- Publication date2012
- ISBN 10 1848168314
- ISBN 13 9781848168312
- BindingHardcover
- LanguageEnglish
- Edition number3
- Number of pages452
- Rating
Other Popular Editions of the Same Title
Search results for INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS...
Seller Image
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Seller: Big River Books, Powder Springs, GA, U.S.A.
Seller rating 4 out of 5 stars
Condition: 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. Seller Inventory # 1EYX65000FOZ_ns
Quantity: 2 available
Seller Image
Introduction to Stochastic Calculus With Applications
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 12832587-n
Quantity: 16 available
Stock Image
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2912160248315
Quantity: Over 20 available
Stock Image
Introduction To Stochastic Calculus With Applications (Third Edition)
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # CW-9781848168312
Quantity: 15 available
Stock Image
Introduction to Stochastic Calculus with Applications (Third Edition)
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # CW-9781848168312
Quantity: 15 available
Stock Image
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9781848168312
Quantity: Over 20 available
Stock Image
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Seller: Grumpys Fine Books, Tijeras, NM, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Prompt service guaranteed. Seller Inventory # Clean1848168314
Quantity: 1 available
Seller Image
Introduction to Stochastic Calculus With Applications
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 12832587-n
Quantity: 16 available
Stock Image
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781848168312_new
Quantity: Over 20 available
Stock Image
Introduction To Stochastic Calculus With Applications (Third Edition) (Hardcover)
Published by
Imperial College Press, London, 2012
ISBN 10: 1848168314
ISBN 13: 9781848168312
New
Hardcover
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: 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. Seller Inventory # 9781848168312
Quantity: 1 available