{
"item_title" : "Stochastic Calculus",
"item_author" : [" Paolo Baldi "],
"item_description" : "1 Elements of probability.- 2 Stochastic processes.- 3 Brownian motion.- 4 Conditional probability.- 5 Martingales.- 6 Markov Processes.- 7 The stochastic integral.- 8 Stochastic calculus.- 9 Stochastic Differential Equations.- 10 PDE problems and diffusions.- 11 Simulation.- 12 Back to stochastic calculus.- 13 An application: finance.- Solutions of the exercises.- References.- Index.",
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Overview
1 Elements of probability.- 2 Stochastic processes.- 3 Brownian motion.- 4 Conditional probability.- 5 Martingales.- 6 Markov Processes.- 7 The stochastic integral.- 8 Stochastic calculus.- 9 Stochastic Differential Equations.- 10 PDE problems and diffusions.- 11 Simulation.- 12 Back to stochastic calculus.- 13 An application: finance.- Solutions of the exercises.- References.- Index.
This item is Non-Returnable
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Details
- ISBN-13: 9783319622255
- ISBN-10: 3319622250
- Publisher: Springer
- Publish Date: November 2017
- Dimensions: 9.21 x 6.14 x 1.3 inches
- Shipping Weight: 1.96 pounds
- Page Count: 627
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