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Introduction to Stochastic Calculus with Applications Klebaner, Fima C (Monash University, Australia) Second, 2 Revised edition
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Introduction to Stochastic Calculus with Applications
Klebaner, Fima C (Monash University, Australia)
Presents a concise treatment of stochastic calculus and its applications. This book covers advanced applications, such as models in mathematical finance, biology and engineering. It is useful as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics.
432 pages
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2005. gada 24. jūnijs |
| ISBN13 | 9781860945663 |
| Izdevēji | Imperial College Press |
| Lapas | 432 |
| Izmēri | 229 × 152 × 27 mm · 632 g |
| Valoda | Angļu |
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