Introduction to Stochastic Calculus with Applications

By Fima C. Klebaner

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 186094129X
• ISBN13: 9781860941290
• Release Date: September 1999
• Publisher: World Scientific Publishing Co
• Length: 336 Pages
• Weight: 1.35 lbs.
• Dimensions: 9.1" x 0.9" x 6.3"