Stochastic Calculus: An Introduction Through Theory and Exercises by Baldi, Paolo

Stochastic Calculus: An Introduction Through Theory and Exercises (Paperback) (ISBN-13: 9783319622255)

Vendor: Paolo Baldi
Product type: Books
Format: Paperback
$99.99
$99.99
$99.99
Subtotal: $99.99
Stochastic Calculus: An Introduction Through Theory and Exercises by Baldi, Paolo

Stochastic Calculus: An Introduction Through Theory and Exercises

$99.99
Stochastic Calculus: An Introduction Through Theory and Exercises by Baldi, Paolo

Stochastic Calculus: An Introduction Through Theory and Exercises

$99.99
Format: Paperback
Description
Description
x
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.

Author: Paolo Baldi
ISBN-10: 3319622250
ISBN-13: 9783319622255
Publisher: Springer
Language: English
Published: 11/23/2017
Pages: 627
Format: Paperback
Weight: 1.96lbs
Size: 9.21h x 6.14w x 1.30d
By Paolo Baldi
By Paolo Baldi
x
Paolo Baldi is professor at the Dipartimento di Matematica at the Università di Roma "Tor Vergata". He previously held positions at the universities of Catania and Pisa in Italy and also many visiting positions at the universities of Nanterre and Pierre et Marie Curie (Paris 6) in France. His research focuses on stochastic processes, in particular stochastic modeling on algebraic structures, large deviations and numerical applications.

Recently Viewed Products