FIMA KLEBANER
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Introduction to Stochastic Calculus with Applications

Introduction to Stochastic Calculus with Applications

4.00

Autor: Fima Klebaner

Wydawnictwo: Imperial College Press
ISBN: 9781848168329
Kategoria: Naukowe, popularnonaukowe
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...
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