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Introduction To Stochastic Calculus With Applications (2nd Edition)

By: Australia) Klebaner Fima C (Monash Univ (Author)

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Ksh 16,000.00

Format: Hardback or Cased Book

ISBN-13: 9781860945557

Publisher: Imperial College Press

Publication Date: Jun 24th, 2005

Weight: 752 grams

Dimension: 23.40 x 15.90 x 2.80 cms

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Presents a concise treatment of stochastic calculus and its applications. This book covers advanced applications, such as models in mathematical finance, biology and engineering. It is useful as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics.

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