A Course of Stochastic Analysis - Couverture rigide

Melnikov, Alexander

Couverture rigide

ISBN 10 : 3031253256 ISBN 13 : 9783031253256

Editeur : Springer International Publishing AG, 2023

Synopsis

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.

A propos du livre

À propos de l?auteur

Alexander Melnikov is a Professor at the University of Alberta working in stochastic analysis and its applications in finance, statistics and insurance. He is the author of eight books and over one hundred papers in leading academic journals and venues. He is a Fellow of the Russian Academy of Natural Sciences, a recipient of the Leontiev medal of this academy and the McCalla Professorship of the University of Alberta. In addition to his academic engagements, he held several senior positions in business and professional organizations: Chief-Scientist at Risk-Invest Deutschland (Frankfurt), Vice-President of the Russian Society of Actuaries, Deputy Director at the Center for Actuarial and Financial Studies (Moscow), Senior Research Consultant at the Model Capital Management (Boston).

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2023
• Langue: anglais
• ISBN 10: 3031253256
• ISBN 13: 9783031253256
• Reliure: Relié
• Nombre de pages: 218
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne