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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 present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.
Nákup knihy
A Course of Stochastic Analysis, Alexander Melnikov
- Jazyk
- Rok vydania
- 2023
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- Jazyk
- anglicky
- Autori
- Alexander Melnikov
- Vydavateľ
- Springer Nature Switzerland
- Rok vydania
- 2023
- Väzba
- pevná
- Počet strán
- 220
- ISBN13
- 9783031253256
- Série
- Anotácia
- Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.