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Introduction to Stochastic Calculus with Applications

Edition: 
2
Publisher: 
Imperial College Press
Number of Pages: 
416
Price: 
38.00
ISBN: 
1-86094-566-X
Date Received: 
Saturday, September 10, 2005
Reviewable: 
Include In BLL Rating: 
Reviewer Email Address: 
Fima C. Klebaner
Publication Date: 
2005
Format: 
Paperback
Audience: 
Category: 
Textbook

  • 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


 

Publish Book: 
Modify Date: 
Monday, July 3, 2006

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