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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 present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.
Buchkauf
A Course of Stochastic Analysis, Alexander Melnikov
- Sprache
- Erscheinungsdatum
- 2023
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- (Hardcover)
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- Sprache
- Englisch
- Autor*innen
- Alexander Melnikov
- Erscheinungsdatum
- 2023
- Einband
- Hardcover
- Seitenzahl
- 220
- ISBN13
- 9783031253256
- Reihe
- Schlagwörter
- Sachbücher, Wissenschaft & Mathematik, Mathematik
- Beschreibung
- Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to present contemporary methods and results in a concise, self-contained manner, making it suitable as a textbook for senior undergraduate and graduate courses. Designed for students, instructors, and specialists, it serves as a comprehensive resource for understanding stochastic analysis and its practical implications in various fields.