Stochastic Calculus and Applications

Name: Stochastic Calculus and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781493936816
Price: 14919 HUF
Availability: InStock

Szerző: Samuel N. Cohen, Robert J. Elliott

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

14 919 Ft

Completely revised and greatly expanded, the new edition of this text takes readers who have been ex...

Információk a könyvről

Szerző

Samuel N. Cohen, Robert J. Elliott

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2015

oldal

666

EAN

9781493936816

ISBN

1493936816

Enbook ID

02926110

Kiadó

Springer-Verlag New York Inc.

Súly

1046

Méretek

235 x 156 x 43

Teljes leírás

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.§§New features of this edition include:§§End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index.§§"Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."-Zentralblatt (from review of the First Edition)§

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Stochastic Calculus and Applications

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták