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Introduction To Stochastic Calculus With Applications (2nd Edition) by Fima C Klebaner (Hardcover, 2005)

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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.

Product Identifiers

Publisher
Imperial College Press
ISBN-13
9781860945557
eBay Product ID (ePID)
94736096

Product Key Features

Author
Fima C Klebaner
Publication Name
Introduction to Stochastic Calculus with Applications (2nd Edition)
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2005
Type
Textbook
Number of Pages
432 Pages

Additional Product Features

Title_Author
Fima C Klebaner
Country/Region of Manufacture
United Kingdom

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Introduction To Stochastic Calculus With Applications (2nd Edition) by Fima C Klebaner (Hardcover, 2005)

About this product

Product Information

Product Identifiers

Product Key Features

Additional Product Features

Best Selling in Adult Learning & University

Thinking, Fast and Slow by Daniel Kahneman (Paperback, 2012)

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

A guide to the Project Management Body of Knowledge (PMBOK guide) and the Standard for project management by Project Management Institute (Paperback, 2021)

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

The Falsification of History: Our Distorted Reality by John Hamer (Paperback, 2013)

In-Basket Case Studies by Guy Adamson (Paperback, 1986)

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

Save on Adult Learning & University

Ford Falcon EF, EL/Fairlane NF, NL/LTD DF, DL 1994-1998 Haynes Workshop Manual

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