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Introduction to Stochastic Calculus with Applications
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Introduction to Stochastic Calculus with Applications (Hardback)

£38.99
Pre-order for despatch on publication.

Synopsis

This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economics, and finance. Avoiding the measure-theoretic formalism, the author presents the material in a natural order and keeps technical ideas to a minimum. Any technical material is covered in sections that are separate from the main text. Students are encouraged to write computer programs using C++, MATLAB (R), or Mathematica (R).

Science & MathematicsMathematicsApplied mathematicsStochasticsScience & MathematicsMathematicsCalculus & mathematical analysisCalculus Publisher: Taylor & Francis Inc Publication Date: 15/01/2021 ISBN-13: 9781466570801  Details: Type: Hardback Format: Books
Availability: Pre-order for despatch on publication. Pre-Order

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