Introduction to Stochastic Calculus with Applications by Fima C. Klebaner (2011, Hardcover)

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By Fima C. Klebaner. Author Fima C. Klebaner. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage.

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Product Identifiers

PublisherImperial College Press
ISBN-101848168314
ISBN-139781848168312
eBay Product ID (ePID)113886719

Product Key Features

Number of Pages470 Pages
LanguageEnglish
Publication NameIntroduction to Stochastic Calculus with Applications
Publication Year2011
SubjectProbability & Statistics / Stochastic Processes, Calculus, Applied
TypeTextbook
AuthorFima C. Klebaner
Subject AreaMathematics
FormatHardcover

Dimensions

Item Weight0 Oz

Additional Product Features

Edition Number3

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