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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.
Zakup książki
A Course of Stochastic Analysis, Alexander Melnikov
- Język
- Rok wydania
- 2024
- Oprawa
- (miękka)
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- Tytuł
- A Course of Stochastic Analysis
- Język
- angielski
- Autorzy
- Alexander Melnikov
- Wydawca
- Springer Nature Switzerland
- Rok wydania
- 2024
- Oprawa
- miękka
- Liczba stron
- 220
- ISBN13
- 9783031253287
- Seria
- Tagi
- Opis
- 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.