This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics.Only a basic knowledge of calculus ...
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This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics.Only a basic knowledge of calculus and probability is required for reading the book. The text takes the reader from a fairly low technical level to a sophisticated one gradually. Heuristic arguments are often given before precise results are stated, and many ideas are illustrated by worked-out examples. Exercises are provided at the end of chapters to help to test readers' understanding. This book is suitable for advanced undergraduate students, graduate students as well as research workers and practitioners.
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Add this copy of Introduction to Stochastic Calculus with Applications to cart. $22.00, very good condition, Sold by Friends of the TorranceLibrary rated 5.0 out of 5 stars, ships from Torrance, CA, UNITED STATES, published 1998 by Imperial College Press.
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Add this copy of Introduction to Stochastic Calculus With Applications to cart. $46.99, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2001 by Imperial College Press.
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Add this copy of Introduction to Stochastic Calculus With Applications to cart. $56.01, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1999 by World Scientific Publishing Comp.
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Add this copy of Introduction to Stochastic Calculus With Applications to cart. $78.51, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by World Scientific Publishing Co.
