INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (SECOND EDITION)

Fima C Klebaner

20 évaluations par Goodreads

Langue : anglais

Edité par Imperial College Press, 2005

186094566X / 9781860945663

Vendeur : World of Books Inc, Montgomery, IL, Etats-UnisWorld of Books Inc

Vendeur avec une évaluation de 4 étoiles

Vendeur AbeBooks depuis 23 mars 2026

Livre broché

Etat: Occasion - Satisfaisant

EUR 24,91

 Frais de port gratuits 
Expédition nationale : Etats-Unis

Quantité disponible : 1 disponible

Ajouter au panier
Retours gratuits sous 30 jours

A propos de cet article

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.…

N° de réf. du vendeur CIN186094566XG

Titre
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (SECOND EDITION)
Auteur
Fima C Klebaner
Éditeur
Imperial College Press
Année de publication
2005
État de l'article
Good
Reliure
Paperback
Langue
anglais
ISBN à 10 chiffres
186094566X
ISBN à 13 chiffres
9781860945663
Édition
2ème Édition

World of Books Inc

Montgomery, IL, Etats-Unis

Vendeur avec une évaluation de 4 étoiles

Vendeur AbeBooks depuis 23 mars 2026

Frais d'expédition à l'intérieur de ce pays : Etats-Unis

Article4 à 12 jours ouvrés3 à 6 jours ouvrés
Premier articleEUR 0,00EUR 9,80
Les délais de livraison sont fixés par les vendeurs et varient en fonction du transporteur et du lieu. Les commandes transitant par les douanes peuvent être retardées et les acheteurs sont responsables de tous les droits ou frais associés. Les vendeurs peuvent vous contacter au sujet de frais supplémentaires afin de couvrir toute augmentation des coûts d'expédition de vos articles.

Modes de paiement

  • Visa
  • Mastercard
  • American Express
  • Carte Bleue
  • Apple Pay
  • Google Pay

Description de la boutique

Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …

Spécialité

Second Hand - All Genre

Profil professionnel du vendeur

SBYB, Inc.

900 Knell Road
Montgomery, IL Etats-Unis 60538