Introduction To Stochastic Calculus With Applications
Fima C (Monash Univ, Australia) Klebaner
Imperial College Press, 1998
65,25 €On orderDelivery: 2-3 weeks
An introduction to stochastic calculus, with some of its applications in mathematical finance, engineering and the sciences. Only a basic knowledge of calculus and probability is required, and exercises are provided at the end of chapters to help test the readers' understanding.
- ISBN-13
- 9781860941290
- ISBN-10
- 186094129X
- Publisher
- Imperial College Press
- Year
- 1998
- Publication date
- 1998-09-25
- Pages
- 336