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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.
Achat du livre
A Course of Stochastic Analysis, Alexander Melnikov
- Langue
- Année de publication
- 2023
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- Langue
- Anglais
- Auteurs
- Alexander Melnikov
- Éditeur
- Springer Nature Switzerland
- Publié
- 2023
- Format
- rigide
- Pages
- 220
- ISBN13
- 9783031253256
- Séries
- Mots clés
- Nonfiction, Science et Mathématiques, Mathématiques
- Description
- 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.