Articles liés à A First Course in Stochastic Calculus
Synopsis
A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.
Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Louis-Pierre Arguin, Baruch College, City University of New York, NY, and Graduate Center, City University of New York, NY.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 79,67
EUR 3 expédition depuis Irlande vers France
Destinations, frais et délaisRésultats de recherche pour A First Course in Stochastic Calculus
Image d'archives
A First Course in Stochastic Calculus
Edité par
American Mathematical Society, 2022
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Couverture souple
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 2022. Paperback. . . . . . N° de réf. du vendeur V9781470464882
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
A First Course in Stochastic Calculus
Edité par
American Mathematical Society, US, 2022
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Paperback
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. N° de réf. du vendeur LU-9781470464882
Quantité disponible : 12 disponible(s)
Image fournie par le vendeur
A First Course in Stochastic Calculus
Edité par
American Mathematical Society, 2022
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. A complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master s students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. N° de réf. du vendeur 595975478
Quantité disponible : Plus de 20 disponibles
Image d'archives
A First Course in Stochastic Calculus
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9781470464882
Quantité disponible : 15 disponible(s)
Image d'archives
A First Course in Stochastic Calculus
Edité par
American Mathematical Society, 2021
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Couverture souple
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 2022. Paperback. . . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9781470464882
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
A First Course in Stochastic Calculus
Edité par
American Mathematical Society, US, 2022
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Paperback
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. N° de réf. du vendeur LU-9781470464882
Quantité disponible : 12 disponible(s)
Image d'archives
A First Course in Stochastic Calculus
Edité par
Amer Mathematical Society, 2022
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Paperback
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. 270 pages. 9.75x6.75x0.75 inches. In Stock. N° de réf. du vendeur __1470464888
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
First Course in Stochastic Calculus
Edité par
American Mathematical Society, 2021
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 44046527-n
Quantité disponible : Plus de 20 disponibles
Image d'archives
A First Course in Stochastic Calculus
Edité par
American Mathematical Society, 2021
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. 510. N° de réf. du vendeur B9781470464882
Quantité disponible : Plus de 20 disponibles
Image d'archives
A First Course in Stochastic Calculus
Edité par
American Mathematical Society Mär 2022, 2022
ISBN 10 : 1470464888
ISBN 13 : 9781470464882
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware. N° de réf. du vendeur 9781470464882
Quantité disponible : 2 disponible(s)