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Introduction To Stochastic Calculus With Applications Klebaner, Fima C (Monash Univ, Australia)
Introduction To Stochastic Calculus With Applications
Klebaner, Fima C (Monash Univ, Australia)
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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 25 de septiembre de 1998 |
| ISBN13 | 9781860941290 |
| Editores | Imperial College Press |
| Páginas | 336 |
| Dimensiones | 150 × 220 × 20 mm · 636 g |
| Lengua | Inglés |