This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to ...
Read More
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study.In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference. Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. The book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises.
Read Less
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $34.02, very good condition, Sold by TextbookRush rated 4.0 out of 5 stars, ships from Grandview Hts, OH, UNITED STATES, published 2012 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very good. Expedited orders RECEIVED in 1-5 business days within the United States. Orders ship SAME or NEXT business day. We proudly ship to APO/FPO addresses. 100% Satisfaction Guaranteed!
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $34.02, good condition, Sold by TextbookRush rated 4.0 out of 5 stars, ships from Grandview Hts, OH, UNITED STATES, published 2012 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Expedited orders RECEIVED in 1-5 business days within the United States. Orders ship SAME or NEXT business day. We proudly ship to APO/FPO addresses. 100% Satisfaction Guaranteed!
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $41.93, very good condition, Sold by FirstClassBooks rated 4.0 out of 5 stars, ships from Little Rock, AR, UNITED STATES, published 2012 by Imperial College Press.
Add this copy of Introduction to Stochastic Calculus with Applications to cart. $52.46, like new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2012 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 452 p. Contains: Figures. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Introduction to Stochastic Calculus with Applications to cart. $55.90, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2012 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Trade paperback (US). Glued binding. 452 p. Contains: Figures. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $63.69, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2012 by Icp.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $75.64, good condition, Sold by TEXTSHUB rated 5.0 out of 5 stars, ships from Franklin Lakes, NJ, UNITED STATES, published 2012 by Icp.
Add this copy of Introduction to Stochastic Calculus With Applications to cart. $90.30, good condition, Sold by Big River Books rated 5.0 out of 5 stars, ships from Powder Springs, GA, UNITED STATES, published 2012 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
