Introduction To Stochastic Calculus With Applications

Fima C (Monash Univ, Australia) Klebaner

Imperial College Press, 2005

99,75 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9781860945557
ISBN-10
1860945554
Publisher
Imperial College Press
Year
2005
Publication date
2005-06-24
Pages
432
Dimensions
234x159x28
Weight
752