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Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.
Nákup knihy
A Course of Stochastic Analysis, Alexander Melnikov
- Jazyk
- Rok vydania
- 2024
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- Titul
- A Course of Stochastic Analysis
- Jazyk
- anglicky
- Autori
- Alexander Melnikov
- Vydavateľ
- Springer Nature Switzerland
- Rok vydania
- 2024
- Väzba
- mäkká
- Počet strán
- 220
- ISBN13
- 9783031253287
- Série
- Anotácia
- Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.