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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 9,450.00

Format: Paperback or Softback

ISBN-13: 9781860945663

Publisher: Imperial College Press

Publication Date: Jun 24th, 2005

Weight: 632 grams

Dimension: 15.20 x 22.90 x 2.70 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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