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 advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in ...
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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 advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
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Add this copy of Introduction to Stochastic Calculus With Applications to cart. $44.92, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Icp.
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Add this copy of Introduction to Stochastic Calculus With Applications to cart. $45.27, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Icp.
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Add this copy of Introduction to Stochastic Calculus With Applications to cart. $45.74, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2005 by Imperial College Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In fair condition, suitable as a study copy. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 9781860945663.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $45.74, poor condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2006 by Imperial College Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Book contains pen, pencil & highlighter markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 700grams, ISBN: 9781860945663.
Add this copy of Introduction to Stochastic Calculus with Applications to cart. $53.92, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2005 by Imperial College Press.
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