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Introduction to Stochastic Calculus with Applications Klebaner, Fima C (University of Melbourne)
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Introduction to Stochastic Calculus with Applications
Klebaner, Fima C (University of Melbourne)
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.
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 25 de setembro de 1998 |
| ISBN13 | 9781860941290 |
| Editoras | Imperial College Press |
| Páginas | 336 |
| Dimensões | 150 × 220 × 20 mm · 636 g |
| Idioma | Inglês |
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