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Stochastic Calculus and Applications
Samuel N. Cohen
€ 110.15
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Description for Stochastic Calculus and Applications
Hardback. Series: Probability and Its Applications. Num Pages: 666 pages, 17 black & white illustrations, biography. BIC Classification: PBKJ; PBKS; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155. .
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; ... Read more
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; ... Read more
Product Details
Publisher
Springer-Verlag New York Inc. Switzerland
Number of pages
666
Format
Hardback
Publication date
2015
Series
Probability and its Applications
Condition
New
Number of Pages
666
Place of Publication
New York, United States
ISBN
9781493928668
SKU
V9781493928668
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Samuel N. Cohen
Samuel N. Cohen is an Associate Professor in the Mathematical Institute at the University of Oxford, an associate member of the Oxford-Man Institute for Quantitative Finance and a member of the Oxford-Nie Financial Big Data Laboratory. He has a Ph.D. in Mathematics from the University of Adelaide, along with undergraduate degrees in Mathematics and Finance. Robert Elliott ... Read more
Reviews for Stochastic Calculus and Applications
As supplementary reading for a second course or as s comprehensive (!) resource for the general theory of processes aimed at Ph. D. students and scholars, this second edition will stay a valuable resource. (Rene L. Schilling, Mathematical Reviews, October, 2016) This is a fundamental book in modern stochastic calculus and its applications: rich contents, ... Read more