Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 93)
Language: English
Published by Cambridge University Press, 2004
Series: Book 40 of 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
- Used
Condition: Used - Very good
£ 77.43
Quantity: 1 available
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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).
Seller Inventory # 009037
- Title
- Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 93)
- Author
- Applebaum, David
- Publisher
- Cambridge University Press
- Publication year
- 2004
- Condition
- Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0521832632
- ISBN 13
- 9780521832632
- Series
- Book 40 of 151: Cambridge Studies in Advanced Mathematics
- Seller catalogs
- Economics, Mathematics, Science
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