Stochastic Calculus and Applications - Couverture rigide

Cohen, Samuel N.; Elliott, Robert J.

Couverture rigide

ISBN 10 : 149392866X ISBN 13 : 9781493928668

Editeur : Springer-Verlag New York Inc., 2015

Synopsis

Revison of: Stochastic calculus and applications / Robert J. Elliott. 1982.

A propos du livre

À propos de l?auteur

Samuel N. Cohen is an Associate Professor in the Mathematical Institute at the University of Oxford, an associate member of the Oxford-Man Institute for Quantitative Finance and a member of the Oxford-Nie Financial Big Data Laboratory. He has a Ph.D. in Mathematics from the University of Adelaide, along with undergraduate degrees in Mathematics and Finance.

Robert Elliott received Bachelors and Masters degrees from Oxford University, and his Ph.D. and D.Sc. from the University of Cambridge. He has held positions at Newcastle, Yale, Oxford, Warwick, Hull, Alberta, Calgary and Adelaide, and visiting positions in Toronto, Northwestern, Kentucky, Brown, Paris, Denmark, Hong Kong and Australia. From 2001 to 2009 he was the RBC Financial Group Professor of Finance at the University of Calgary, Canada, where he was also an Adjunct Professor in both the Department of Mathematics and the Department of Electrical Engineering. From 2009 to 2013 he was an Australian Professorial Fellow atthe University of Adelaide. Professor Elliott has authored nine books and over 450 papers.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 149392866X
• ISBN 13: 9781493928668
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 689
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne