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Stochastic Calculus - Paolo Baldi - Bog

- An Introduction Through Theory and Exercises

Bag om Stochastic Calculus

The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319622255
  • Indbinding:
  • Paperback
  • Sideantal:
  • 627
  • Udgivet:
  • 23. november 2017
  • Udgave:
  • 12017
  • Størrelse:
  • 234x165x33 mm.
  • Vægt:
  • 958 g.
  • 8-11 hverdage.
  • 9. december 2024
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Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic Calculus

The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance.

Brugerbedømmelser af Stochastic Calculus



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