Intro to Stoch Calc with Appl, 3 Ed

By Fima C. Klebaner

Book Overview

This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1848168322
• ISBN13: 9781848168329
• Release Date: March 2012
• Publisher: Imperial College Press
• Length: 452 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 6.0" x 8.9"