Erhältlich:
Nicht auf Lager
Buch (Softcover): Fachbuch
Introduction to Stochastic Calculus
Verlag:
Independently Published Unsere-Artikel-Nr.: P36351166
EAN: 9791399262803
Erhältlich:
Nicht auf Lager
Zustellung: Fr, 02.10.2026
Versand: Kostenlos
CHF 56.50
Beschreibung
Introduction to Stochastic Calculus. develops the theory of stochastic calculus for Itô processes in a rigorous, systematic, and self-contained manner, placing particular emphasis on mathematical intuition, careful motivation, and complete proofs. Throughout the text, mathematical concepts are illustrated through examples and reinforced by numerous exercises and problems with complete solutions. Two appendices reviewing measure theory, integration, functional analysis, and probability theory provide the mathematical background required for a self-contained reading of the text. Written for graduate students and practitioners with a background in calculus and probability, this volume provides the theoretical foundation required for the study of modern mathematical finance.
Spezifikationen
Sprache
- Englisch
Autor
- Alberto Bueno Guerrero
Erscheinungsjahr
- 2026
Format
- Buch (Softcover)
Anzahl Seiten
- 194