Introduction To Stochastic Calculus With Applications - Fima C Klebaner - Paperback Bog - Imperial College Press - 2005 - Engelsk - Booktok.dk
Brand: Imperial College Press
Description
Presents a concise treatment of stochastic calculus and its applications. This book covers advanced applications, such as models in mathematical finance, biology and engineering. It is useful as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics.