Introduction To Stochastic Calculus With Applications (3rd Edition)

4.67 avg rating
( 6 ratings by Goodreads )
 
9781848168312: Introduction To Stochastic Calculus With Applications (3rd Edition)

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.

Buy New View Book
List Price: US$ 98.00
US$ 89.01

Convert Currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Fima C. Klebaner
Published by Imperial College Press, United Kingdom (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Imperial College Press, United Kingdom, 2012. Hardback. Book Condition: New. 3rd ed.. Language: English . Brand New Book. 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. Bookseller Inventory # AAB9781848168312

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 89.01
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Fima C. Klebaner
Published by Imperial College Press, United Kingdom (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: 1
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Imperial College Press, United Kingdom, 2012. Hardback. Book Condition: New. 3rd ed.. Language: English . Brand New Book. 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. Bookseller Inventory # AAB9781848168312

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 91.07
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Fima C. Klebaner
Published by Imperial College Press (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Quantity Available: > 20
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Imperial College Press, 2012. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # IB-9781848168312

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 87.09
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

4.

Klebaner, Fima C.
Published by Imperial College Press (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Quantity Available: 1
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Imperial College Press, 2012. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # CA-9781848168312

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 85.22
Convert Currency

Add to Basket

Shipping: US$ 11.90
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Fima C. Klebaner
Published by Imperial College Press (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: > 20
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Imperial College Press, 2012. Hardcover. Book Condition: New. Never used!. Bookseller Inventory # 1848168314

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 105.41
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

6.

Fima C. Klebaner
Published by Imperial College Press (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: 10
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Imperial College Press, 2012. Hardcover. Book Condition: New. Bookseller Inventory # INGM9781848168312

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 104.35
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

7.

KLEBANER FIMA C
Published by Imperial College Press
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: 5
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Imperial College Press. Hardcover. Book Condition: New. New copy - Usually dispatched within 2 working days. Bookseller Inventory # B9781848168312

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 106.18
Convert Currency

Add to Basket

Shipping: US$ 9.17
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Klebaner Fima C.
Published by Imperial College Press
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Quantity Available: 3
Seller:
Majestic Books
(London, ,, United Kingdom)
Rating
[?]

Book Description Imperial College Press. Book Condition: New. pp. 470. Bookseller Inventory # 3394122

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 113.23
Convert Currency

Add to Basket

Shipping: US$ 7.27
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Klebaner, Fima C.
Published by Imperial College Pr (2011)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: 2
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Imperial College Pr, 2011. Hardcover. Book Condition: Brand New. 3rd edition. 470 pages. 9.06x6.06x1.18 inches. In Stock. Bookseller Inventory # x-1848168314

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 113.59
Convert Currency

Add to Basket

Shipping: US$ 7.93
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Fima C. Klebaner
Published by Imperial College Press (2012)
ISBN 10: 1848168314 ISBN 13: 9781848168312
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Imperial College Press, 2012. Hardcover. Book Condition: New. book. Bookseller Inventory # M1848168314

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 126.27
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book