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Introduction To Stochastic Calculus With Applications (2Nd Edition), Klebaner, F
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Numero oggetto eBay:335845225711
Specifiche dell'oggetto
- Condizione
- Book Title
- Introduction To Stochastic Calculus With Applications (2Nd Editio
- ISBN
- 9781860945663
Informazioni su questo prodotto
Product Identifiers
Publisher
Imperial College Press
ISBN-10
186094566X
ISBN-13
9781860945663
eBay Product ID (ePID)
28038406592
Product Key Features
Number of Pages
Xiii, 416 Pages
Publication Name
Introduction to Stochastic Calculus with Applications (Second Edition)
Language
English
Subject
Probability & Statistics / Stochastic Processes, Applied
Publication Year
2005
Type
Textbook
Subject Area
Mathematics
Format
Trade Paperback
Dimensions
Item Weight
0 Oz
Additional Product Features
Edition Number
2
Intended Audience
College Audience
LCCN
2006-272433
Dewey Edition
22
Illustrated
Yes
Dewey Decimal
519.2
Synopsis
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
LC Classification Number
QA274.2.K54 2005
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- e***v (129)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoOverall, it went well. Good communication. I wanted the book to be shipped in a box, because the value and scarcity of the volume I purchased deserved it, however, the company is too large and I was informed the book would be shipped in a plastic mailer. Somehow it didn’t arrive very damaged, a little bump, but for the price I can’t complain. Over all I am satisfied, but if you’re a book collector, as I am, you may want to find another seller.Aurora: The Dayspring, or Dawning of the Day in the East, Boehme, Jacob, 9781558 (N° 236039083546)
- s***a (777)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoThis company has been, in my experience, a mixed bag. This title was NOT worth the price because it came with highlighting, ink underlineing & writing in the margins...not the quality that they advertised. I have on other occasions gotten books in great condition, however, that were listed in less than the condition advertised so it goes both ways...but I'd much prefer a company that delivers exactly what they advertise. I guess good help is hard to find. The book was well packaged & came fast.
- r***s (230)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoGreat seller The price of the book was very reasonable for me Fast shipping and the book arrived on time The condition of the book is exactly as described and the package was well packaged and the appearance of the book and the package was very goodForbidden Passages: Muslims and Moriscos in Colonial Spanish America (The Early (N° 335842765317)
Half-Price-Books-Inc
98,9% di Feedback positivi•191 mila oggetti venduti
Registrato come venditore professionale
Feedback sul venditore (38.630)
- e***v (129)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoOverall, it went well. Good communication. I wanted the book to be shipped in a box, because the value and scarcity of the volume I purchased deserved it, however, the company is too large and I was informed the book would be shipped in a plastic mailer. Somehow it didn’t arrive very damaged, a little bump, but for the price I can’t complain. Over all I am satisfied, but if you’re a book collector, as I am, you may want to find another seller.Aurora: The Dayspring, or Dawning of the Day in the East, Boehme, Jacob, 9781558 (N° 236039083546)
- s***a (777)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoThis company has been, in my experience, a mixed bag. This title was NOT worth the price because it came with highlighting, ink underlineing & writing in the margins...not the quality that they advertised. I have on other occasions gotten books in great condition, however, that were listed in less than the condition advertised so it goes both ways...but I'd much prefer a company that delivers exactly what they advertise. I guess good help is hard to find. The book was well packaged & came fast.
- r***s (230)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoGreat seller The price of the book was very reasonable for me Fast shipping and the book arrived on time The condition of the book is exactly as described and the package was well packaged and the appearance of the book and the package was very goodForbidden Passages: Muslims and Moriscos in Colonial Spanish America (The Early (N° 335842765317)