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Introduction To Stochastic Calculus With Applications (2Nd Edition), Klebaner, F
US $39.70
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A book that has been read, but is in good condition. Minimal damage to the book cover eg. scuff marks, but no holes or tears. If this is a hard cover, the dust jacket may be missing. Binding has minimal wear. The majority of pages are undamaged with some creasing or tearing, and pencil underlining of text, but this is minimal. No highlighting of text, no writing in the margins, and no missing pages. See the seller’s listing for full details and description of any imperfections.
- Buy it nowIntroduction To Stochastic Calculus With Applications (2Nd Edition), Klebaner, F
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eBay item number:335845225711
Item specifics
- Condition
- Book Title
- Introduction To Stochastic Calculus With Applications (2Nd Editio
- ISBN
- 9781860945663
About this product
Product Identifiers
Publisher
Imperial College Press
ISBN-10
186094566X
ISBN-13
9781860945663
eBay Product ID (ePID)
28038406592
Product Key Features
Number of Pages
Xiii, 416 Pages
Publication Name
Introduction to Stochastic Calculus with Applications (Second Edition)
Language
English
Subject
Probability & Statistics / Stochastic Processes, Applied
Publication Year
2005
Type
Textbook
Subject Area
Mathematics
Format
Trade Paperback
Dimensions
Item Weight
0 Oz
Additional Product Features
Edition Number
2
Intended Audience
College Audience
LCCN
2006-272433
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
519.2
Synopsis
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.
LC Classification Number
QA274.2.K54 2005
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Seller Feedback (38,340)
- 7***4 (1170)- Feedback left by buyer.Past monthVerified purchaseJust as described, and shipped quickly.
- o***c (1697)- Feedback left by buyer.Past monthVerified purchaseQuick shipping. Great item & Highly recommended seller. Would buy from again. A++++++++++++++
- m***a (136)- Feedback left by buyer.Past monthVerified purchaseArrived in perfect condition.