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 ...
Read More
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.
Read Less
Add this copy of Introduction to Stochastic Calculus with Applications to cart. $15.00, very good condition, Sold by Friends of the TorranceLibrary rated 5.0 out of 5 stars, ships from Torrance, CA, UNITED STATES, published 1998 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very good in very good dust jacket. Clean pages and tight binding. Sewn binding. Cloth over boards. 336 p. Audience: General/trade. Thank you for supporting the Friends of the Torrance Library. Your purchase helps us to provide adult and children's programs and new library services.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $39.99, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2001 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $41.01, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Icp.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $45.00, very good condition, Sold by 3rd St. Books rated 5.0 out of 5 stars, ships from Lees Summit, MO, UNITED STATES, published 2005 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very Good in Very Good jacket. Very good, clean, tight copy. Text free of marks. Professional book dealer since 1999. All orders are processed promptly and carefully packaged with tracking.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $47.01, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Icp.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Introduction to Stochastic Calculus with Applications to cart. $47.91, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2005 by Imperial College Press.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $49.01, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1999 by World Scientific Publishing Comp.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $49.92, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2005 by Imperial College Press.
