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Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.
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A Course of Stochastic Analysis, Alexander Melnikov
- Idioma
- Publicado en
- 2024
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- Título
- A Course of Stochastic Analysis
- Idioma
- Inglés
- Autores
- Alexander Melnikov
- Editorial
- Springer Nature Switzerland
- Publicado en
- 2024
- Formato
- Tapa blanda
- Páginas
- 220
- ISBN13
- 9783031253287
- Serie
- Etiquetas
- No ficción, Ciencia y Matemáticas, Matemáticas
- Descripción
- Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.