Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書 下載


Introduction to Stochastic Calculus with Applications

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Introduction to Stochastic Calculus with Applications pdf epub mobi 著者簡介


Introduction to Stochastic Calculus with Applications pdf epub mobi 圖書描述

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.

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書 下載

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發表於2024-12-25

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書 下載

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書 下載

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書 下載



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評分

我的隨機微積分入門,每一節都很簡潔,但是保持瞭較高的數學邏輯嚴密性,內容很豐富,包括瞭最一般的半鞅積分。但是對半鞅積分的論述好像有些邏輯跳躍,而且證明基本隻給齣個大概思路,我補不上,所以還是選擇繼續讀Protter的《Stochastic Integration and Differential Equati...

評分

我的隨機微積分入門,每一節都很簡潔,但是保持瞭較高的數學邏輯嚴密性,內容很豐富,包括瞭最一般的半鞅積分。但是對半鞅積分的論述好像有些邏輯跳躍,而且證明基本隻給齣個大概思路,我補不上,所以還是選擇繼續讀Protter的《Stochastic Integration and Differential Equati...

評分

我的隨機微積分入門,每一節都很簡潔,但是保持瞭較高的數學邏輯嚴密性,內容很豐富,包括瞭最一般的半鞅積分。但是對半鞅積分的論述好像有些邏輯跳躍,而且證明基本隻給齣個大概思路,我補不上,所以還是選擇繼續讀Protter的《Stochastic Integration and Differential Equati...

評分

我的隨機微積分入門,每一節都很簡潔,但是保持瞭較高的數學邏輯嚴密性,內容很豐富,包括瞭最一般的半鞅積分。但是對半鞅積分的論述好像有些邏輯跳躍,而且證明基本隻給齣個大概思路,我補不上,所以還是選擇繼續讀Protter的《Stochastic Integration and Differential Equati...

評分

我的隨機微積分入門,每一節都很簡潔,但是保持瞭較高的數學邏輯嚴密性,內容很豐富,包括瞭最一般的半鞅積分。但是對半鞅積分的論述好像有些邏輯跳躍,而且證明基本隻給齣個大概思路,我補不上,所以還是選擇繼續讀Protter的《Stochastic Integration and Differential Equati...

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出版者:Imperial College Press
作者:Fima C Klebaner
出品人:
頁數:432
譯者:
出版時間:2005-6-30
價格:USD 51.00
裝幀:Paperback
isbn號碼:9781860945663
叢書系列:

圖書標籤: Mathematics  數學  with  to  Stochastic  Math  MATH543  Introduction   


Introduction to Stochastic Calculus with Applications 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!!

Introduction to Stochastic Calculus with Applications pdf epub mobi 用戶評價

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這本書還是很不錯得。 算是比較詳細的瞭,隻是難度的排序有問題。

評分

入門

評分

這本書還是很不錯得。 算是比較詳細的瞭,隻是難度的排序有問題。

評分

入門

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書 下載


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