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Stochastic Calculus
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Stochastic Calculus

Forfatter:
Engelsk
The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance.
Undertittel
An Introduction Through Theory and Exercises
Forfatter
Paolo Baldi
Opplag
1st ed. 2017
ISBN
9783319622255
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
23.11.2017
Antall sider
627