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Introduction To Stochastic Calculus With Applications ()
Indigo
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Introduction To Stochastic Calculus With Applications ()
Current price: $143.50
Introduction To Stochastic Calculus With Applications ()
Current price: $143.50
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Size: Hardcover
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Indigo
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.
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.
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