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Language: en
Pages: 510
Pages: 510
Type: BOOK - Published: 2021-11-15 - Publisher: World Scientific
Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise
Language: en
Pages: 431
Pages: 431
Type: BOOK - Published: 2005 - Publisher: Imperial College Press
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Language: en
Pages: 482
Pages: 482
Type: BOOK - Published: 2016-11-25 - Publisher: World Scientific Publishing Company
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and
Language: en
Pages: 330
Pages: 330
Type: BOOK - Published: 2015-06-17 - Publisher: World Scientific
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much