Introduction to Stochastic Calculus with Applications (Second Edition)

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: Paperback
• Language: English
• ISBN: 186094566X
• ISBN13: 9781860945663
• Release Date: June 2005
• Publisher: Imperial College Press
• Length: 432 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 5.7" x 8.4"