Descripción:
Cambridge University Press, 2004-07-05. Hardcover. Like New. Book is in excellent condition, text is unmarked and pages are tight.
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) Tapa dura - 2004 - 1st Edición
de Applebaum, David
Primera línea
The aim of this section is to give a brief resume of key notions of measure theory and probability that will be used extensively throughout the book and to fix some notation and terminology once and for all.
Detalles
- Título Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
- Autor Applebaum, David
- Encuadernación Tapa dura
- Número de edición 1st
- Edición 1
- Páginas 236 x 160mm 408 pages
- Idioma ENG
- Editorial Cambridge University Press
- Fecha de publicación July 5, 2004
- ISBN 9780521832632
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 93)
de Applebaum, David
- Usado
- Tapa dura
- Estado
- Like New
- Encuadernación
- Hardcover
- ISBN 10 / ISBN 13
- 9780521832632 / 0521832632
- Cantidad disponible
- 1
- Librería
-
Branchville, New Jersey, United States
- Precio
-
EUR 136.26EUR 3.76 enviando a USA
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Precio
EUR 136.26
EUR 3.76
enviando a USA
Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 93)
de Applebaum, David
- Usado
- very good
- Tapa dura
- Estado
- Usado - Very Good
- Encuadernación
- Hardcover
- ISBN 10 / ISBN 13
- 9780521832632 / 0521832632
- Cantidad disponible
- 1
- Librería
-
Kraków, Poland
- Precio
-
EUR 91.44EUR 15.05 enviando a USA
Mostrar detalles
Descripción:
Cambridge University Press, 2004 8vo (23.5 cm), XXIV, 384 pp. Hardcover (binding slightly rubbed at extremities). "Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described." (from the blurb)
Precio
EUR 91.44
EUR 15.05
enviando a USA
