Stochastic Calculus and Applications

Name: Stochastic Calculus and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781493936816
Price: 896 CZK
Availability: InStock

Autor: Samuel N. Cohen, Robert J. Elliott

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

896 Kč

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

Informace o knize

Autor

Samuel N. Cohen, Robert J. Elliott

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2015

Stránek

666

EAN

9781493936816

ISBN

1493936816

Enbook ID

02926110

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

1046

Rozměry

235 x 156 x 43

Kompletní popis

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)§

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Calculus and Applications

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také