Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載


Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)

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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) pdf epub mobi 圖書描述

Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described.

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載

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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載



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評分

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程,寫的非常具體,易於理解。 作為南開的學生,我在第二版的前言看到瞭下麵一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

評分

未曾深讀,但自以為此書重於Stochastic Integral driven by Levy processes 以及 SDE 。非常清晰而且易於入門。 對於Levy processes, Sato 的書更適用於入門以及理解levy processes的結構。此書的順序可能會有點奇怪,在第一章就介紹瞭Wiener-Hopf factorisation 和 local tim...  

評分

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程,寫的非常具體,易於理解。 作為南開的學生,我在第二版的前言看到瞭下麵一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

評分

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程,寫的非常具體,易於理解。 作為南開的學生,我在第二版的前言看到瞭下麵一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

評分

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程,寫的非常具體,易於理解。 作為南開的學生,我在第二版的前言看到瞭下麵一段:Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

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出版者:Cambridge University Press
作者:David Applebaum
出品人:
頁數:408
譯者:
出版時間:2004-07-05
價格:USD 80.00
裝幀:Hardcover
isbn號碼:9780521832632
叢書系列:

圖書標籤: 數學  金融數學  Stochastics  Mathematics  Finance   


Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) pdf epub mobi 用戶評價

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在自學,循序漸進,感覺寫得挺清楚的

評分

在自學,循序漸進,感覺寫得挺清楚的

評分

notation 看得不習慣...

評分

在自學,循序漸進,感覺寫得挺清楚的

評分

在自學,循序漸進,感覺寫得挺清楚的

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書 下載


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