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.
You may also like
Provides review of mathematical concepts, advice on using graphing calculators, test-taking tips, and full-length sample exams with explanatory answers.
Sharpen your test‑taking skills with 12 full‑length practice tests 4 AB practice tests and 4 BC practice tests in the book, including one diagnostic test each...
Anton, Bivens & Davis latest issue of Calculus Early Transcendentals Single Variable continues to build upon previous editions to fulfill the needs of a...
- Elementary Textbook on Physics Vol 1by Landsberg PDF
- Introduction to Particle Physics by Dong Sheng Du PDF
- Canine Behavior, Insights and Answers, 2nd Edition by Bonnie V. Beaver PDF
- Modern Physics Paul A 6th Edition by Paul A. Tipler PDF
- Cambridge International AS, A Level Physics Revision Guide 2nd Edition by Richard Woodside PDF