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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, Band 45) - Softcover
Buch 26 von 30: Stochastic Modelling and Applied Probability
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and graduate students who want an elementary introduction to these areas.
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Stochastic Calculus and Financial Applications
Verlag:
Springer-Verlag New York Inc., 2010
ISBN 10: 1441928626
ISBN 13: 9781441928627
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
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Paperback. Zustand: Good. This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad- vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in the end, students can expect to have tools that are deep enough and rich enough to be relied on throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more de- manding development of continuous-time stochastic processes, especially Brownian motion. The construction of Brownian motion is given in detail, and enough mate- rial on the subtle nature of Brownian paths is developed for the student to evolve a good sense of when intuition can be trusted and when it cannot. The course then takes up the Ito integral in earnest. The development of stochastic integration aims to be careful and complete without being pedantic. Bestandsnummer des Verkäufers 00109448203
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Beispielbild für diese ISBN
Stochastic Calculus and Financial Applications
Verlag:
Springer-Verlag New York Inc., 2010
ISBN 10: 1441928626
ISBN 13: 9781441928627
Gebraucht
Paperback
Anbieter: World of Books Inc, Montgomery, IL, USA
Verkäuferbewertung 4 von 5 Sternen
Paperback. Zustand: Good. This book is designed for students who want to develop professional skill in stochastic calculus and its application to problems in finance. The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad- vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in the end, students can expect to have tools that are deep enough and rich enough to be relied on throughout their professional careers. The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more de- manding development of continuous-time stochastic processes, especially Brownian motion. The construction of Brownian motion is given in detail, and enough mate- rial on the subtle nature of Brownian paths is developed for the student to evolve a good sense of when intuition can be trusted and when it cannot. The course then takes up the Ito integral in earnest. The development of stochastic integration aims to be careful and complete without being pedantic. Bestandsnummer des Verkäufers CIN1441928626G
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
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paperback. Zustand: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Bestandsnummer des Verkäufers S_473070543
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, 45)
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Paperback. Zustand: New. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Bestandsnummer des Verkäufers 001217026N
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
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Paperback. Zustand: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Bestandsnummer des Verkäufers 1441928626-9-1-NAU
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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability)
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Paperback. Zustand: New. The item is brand new, never used or read. It's in perfect condition and may include supplements and/or access codes or come shrink-wrapped. Bestandsnummer des Verkäufers 1441928626-9-1
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Stochastic Calculus and Financial Applications (eng)
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Zustand: new. Questo è un articolo print on demand. Bestandsnummer des Verkäufers 0MKVXY4GKP
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Stochastic Calculus and Financial Applications
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Zustand: As New. Unread book in perfect condition. Bestandsnummer des Verkäufers 11988949
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Stochastic Calculus and Financial Applications
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Stochastic Calculus and Financial Applications
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: 'As the preface says, 'This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract'. This is also reflected in the style of writing which is unusually lively for a mathematics book.' --ZENTRALBLATT MATH 312 pp. Englisch. Bestandsnummer des Verkäufers 9781441928627
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