Related Books

Informal Introduction To Stochastic Calculus With Applications, An (Second Edition)
Language: en
Pages: 510
Authors: Ovidiu Calin
Categories: Mathematics
Type: BOOK - Published: 2021-11-15 - Publisher: World Scientific

DOWNLOAD EBOOK

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

DOWNLOAD EBOOK

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
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Deterministic And Stochastic Topics In Computational Finance
Language: en
Pages: 482
Authors: Ovidiu Calin
Categories: Business & Economics
Type: BOOK - Published: 2016-11-25 - Publisher: World Scientific Publishing Company

DOWNLOAD EBOOK

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
An Informal Introduction To Stochastic Calculus With Applications
Language: en
Pages: 330
Authors: Ovidiu Calin
Categories: Mathematics
Type: BOOK - Published: 2015-06-17 - Publisher: World Scientific

DOWNLOAD EBOOK

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