Copied Introduction to Stochastic Calculus
Introduction to Stochastic Calculus
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using MetivierPellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$69.99 | $69.99 |
|
$69.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Earth Surface Processes and Environmental Changes in East Asia
$109.99
Knowledge Graphs
$54.99
Werkstattbau
$59.99
Seismic Assessment and Rehabilitation of Existing Buildings
$179.99
Entrepreneurial Marketing for SMEs
$109.99
The Palgrave Handbook of International Communication and Sustainable Development
$379.99
Inequality and Social Structure During the Transition
$109.99
Advances in Signal Processing and Intelligent Recognition Systems
$54.99
Cultural Memories
$129.00
The Chicken Squad: The Case of the Weird Blue Chicken
$5.96
Vom neurologischen Symptom zur Diagnose
$59.99
Advanced Sensors for Safety and Security
$169.00
A Comparative Look at Regulation of Corporate Tax Avoidance
$169.99
Small-Scale Fisheries in Europe: Status, Resilience and Governance
$199.99
Mit CIM in die Fabrik der Zukunft?
$69.95
Kaufverhaltensorientierte Gestaltung der Fertigungstiefe
$39.99
Theory and Practice of Model Transformations
$39.99
bungen zur Mathematik fr Ingenieure
$44.99
Fortschritte der Arzneimittelforschung / Progress in Drug Research / Progrs des recherches pharmace
$39.99
Computer Vision ECCV 2022
$119.99
Beginning iPhone Development with Swift 4
$29.99
Nonlinear Superconductive Electronics and Josephson Devices
$39.99
Menopause in Iranian Muslim Women
$99.00
Civil Engineering Materials for Transportation Infrastructure
$84.99
Handlungsfhigkeit jugendlicher Leistungssportler*innen
$49.99
Nanomaterials and Their Applications
$109.99
China and Japan at Odds
$54.99
An Introduction to the Theory of Automata
$54.99
Tutorials in Endovascular Neurosurgery and Interventional Neuroradiology
$109.00
Building Resilience to Natural Hazards in the Context of Climate Change
$79.99
The Public Sector as an Employer of Choice in Germany
$79.99
Ovarian Neoplasm Imaging
$219.99
High-Level Synthesis for Real-Time Digital Signal Processing
$169.99
Bemessungsverfahren fr Verbundtrger
$59.99
EMBEC & NBC 2017
$329.99
Information Filtering and Retrieval
$109.99
Anticoagulants, Antiplatelets, and Thrombolytics
$74.99
VR Technologies in Cultural Heritage
$59.99
Childrens Competence to Consent
$39.99
Psychologie der Mitarbeiterfhrung
$17.99
