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Introduction to Stochastic Calculus with Applications

Fima C. Klebaner
Publisher: 
Imperial College Press
Publication Date: 
2012
Number of Pages: 
438
Format: 
Paperback
Edition: 
3
Price: 
98.00
ISBN: 
9781848168329
Category: 
Textbook
We do not plan to review this book.
  • Preliminaries From Calculus
  • Concepts of Probability Theory
  • Basic Stochastic Processes
  • Brownian Motion Calculus
  • Stochastic Differential Equations
  • Diffusion Processes
  • Martingales
  • Calculus for Semimartingales
  • Pure Jump Processes
  • Change of Probability Measure
  • Applications in Finance: Stock and FX Options
  • Applications in Finance: Bonds, Rates and Options
  • Applications in Biology
  • Applications in Engineering and Physics

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