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Introduction Stochastic Calculus by Rajeeva Karandikar (28 results)
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Hardcover. Condition: New. ISBN:9789386279729.
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Introduction To Stochastic Calculus
Published by Hindustan Book Agency (India) HBA, 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Language: English
Condition: New.
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Introduction To Stochastic Calculus
Published by Hindustan Book Agency (India), 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Language: English
Condition: New.
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Introduction to Stochastic Calculus
Published by Hindustan Book Agency, 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Language: English
First Edition
Hardcover. Condition: New. 1st Edition. Contents: 1. Discrete Parameter Martingales. 2. Continuous-Time Processes. 3. The Ito's Integral. 4. Stochastic Integration. 5. Semimartingales. 6. Pathwise Formula for the Stochastic Integral. 7. Continuous Semimartingales. 8. Predictable Increasing Processes. 9. The Davis Inequality. 10. Integral Representation of Martingales. 11. Dominating Process of a Semimartingale. 12. SDE Driven by r.c.l.l. Semimartingales. 13. Girsanov Theorem. Bibliography. Index. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using MetivierPellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate and beginning graduate level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
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Condition: New.
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Condition: New.
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Condition: New.
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Condition: New.
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Introduction to Stochastic Calculus
Published by Springer Nature Singapore, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Language: English
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Introduction to Stochastic Calculus
Published by Springer Nature Singapore, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Language: English
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Introduction to Stochastic Calculus
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Condition: As New. Unread book in perfect condition.
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Introduction to Stochastic Calculus (Indian Statistical Institute Series)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In.
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Paperback. Condition: Brand New. reprint edition. 456 pages. 9.25x6.10x1.03 inches. In Stock.
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Introduction to Stochastic Calculus
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Condition: NEW.
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Hardcover. Condition: Brand New. 456 pages. 9.25x6.10x1.18 inches. In Stock.
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Paperback. Condition: Brand New. reprint edition. 456 pages. 9.25x6.10x1.03 inches. In Stock.
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Introduction to Stochastic Calculus
Published by Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. 2018 ed. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
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Hardcover. Condition: New. New. book.
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Gebunden. Condition: New. Discusses quadratic variation of a square integrable martingale, pathwise formulae for the stochastic integral, Emery topology, and sigma-martingalesUses the technique of random time change to study the solution of a stochasti.
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Introduction to Stochastic Calculus
Published by Springer Nature Singapore, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Language: English
Condition: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher.
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Paperback. Condition: New. New. book.
-
Introduction to Stochastic Calculus
Published by Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Language: English
Hardback. Condition: New. 2018 ed. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Discusses quadratic variation of a square integrable martingale, pathwise formulae for the stochastic integral, Emery topology, and sigma-martingalesUses the technique of random time change to study the solution of a stochasti.
