Problems And Solutions In Stochastic Calculus With Applications
Regular price
€179.80
A01=Fima C Klebaner
A01=Kais Hamza
A01=Patrik Albin
Age Group_Uncategorized
Age Group_Uncategorized
Arbitrage
Author_Fima C Klebaner
Author_Kais Hamza
Author_Patrik Albin
automatic-update
Birth-Death Processes
Category1=Non-Fiction
Category=PBK
Category=PBWL
COP=United Kingdom
Delivery_Delivery within 10-20 working days
Diffusions
eq_isMigrated=0
eq_isMigrated=2
eq_nobargain
Extinction Probability
Feynman-Kac Formula
Financial Mathematics
Fundamental Theorems of Asset Pricing
Girsanov Theorem
Ito Formula
Jump Processes
Language_English
Lotka-Volterra Model
Martingales
Options Pricing
PA=Available
Partial Differential Equations
Poisson Process
Price_€100 and above
Probability
PS=Active
softlaunch
Stochastic Calculus
Stochastic Processes
Product details
- ISBN 9781800615571
- Publication Date: 16 Sep 2024
- Publisher: World Scientific Europe Ltd
- Publication City/Country: GB
- Product Form: Hardback
- Language: English
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Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (Third Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics.The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying those presented, facilitating a deeper grasp of the material.
