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Viser: Introduction to Stochastic Calculus with Applications
Introduction to Stochastic Calculus with Applications
Gregory F. Lawler
(2021)
Sprog: Engelsk
om ca. 10 hverdage
Detaljer om varen
- Hardback: 250 sider
- Udgiver: Taylor & Francis Group (Januar 2021)
- ISBN: 9781466570801
This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economics, and finance. Avoiding the measure-theoretic formalism, the author presents the material in a natural order and keeps technical ideas to a minimum. Any technical material is covered in sections that are separate from the main text. Students are encouraged to write computer programs using C++, MATLAB(R), or Mathematica(R).