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Samuel N. Cohen - Stochastic Calculus and Applications - 9781493936816 - V9781493936816
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Stochastic Calculus and Applications

€ 78.61
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Description for Stochastic Calculus and Applications Paperback. Series: Probability and Its Applications. Num Pages: 666 pages, 17 black & white illustrations, biography. BIC Classification: KF; PBKJ; PBKS; PBT; THR. Category: (G) General (US: Trade). Dimension: 156 x 235 x 43. Weight in Grams: 1046.

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; New chapters on basic measure theory and Backward ... Read more

"Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."–Zentralblatt (from review of the First Edition)

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Product Details

Format
Paperback
Publication date
2015
Publisher
Springer-Verlag New York Inc. United States
Number of pages
666
Condition
New
Series
Probability and Its Applications
Number of Pages
666
Place of Publication
New York, United States
ISBN
9781493936816
SKU
V9781493936816
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 received Bachelors ... 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.” (René L. Schilling, Mathematical Reviews, October, 2016) “This is a fundamental book in modern stochastic calculus and its applications: rich contents, well structured material, comprehensive ... Read more

Goodreads reviews for Stochastic Calculus and Applications


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