[下载]*1元店* Introduction to Stochastic Calculus with Applications

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【书名】Introduction to Stochastic Calculus with Applications
【作者】by Fima C. Klebaner (Author)
【出版社】Imperial College Press
【版本】Second Edition
【出版日期】 2005
【文件格式】PDF
【页数】432
【ISBN出版号】

• ISBN-10: 186094566X
• ISBN-13: 978-1860945663

【资料类别】Probability
【市面定价】38美元（Amazon Hardcore）
【扫描版还是影印版】n/a
【是否缺页】完整
【关键词】Probability
【内容简介】Product Description
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.

Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.

This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka Volterra model in biology, non-linear filtering in engineering and five new figures.

Contents: Preliminaries from Calculus; Concepts of Probability Theory; Basic Stochastic Processes; Brownian Motion Calculus; Stochastic Differential Equations; Diffusion Processes; Martingales; Calculus for Semimartingales; Pure Jump Processes; Change of Probability Measure; Applications in Finance: Stock and FX Options; Applications in Finance: Bonds, Rates and Options; Applications in Biology; Applications in Engineering and Physics.

Book Info
Aims at providing a concise presentation of Stochastic Calculus with some of its applications in Finance, Engineering & Science. --This text refers to an out of print or unavailable edition of this title.
(Amazon)


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关键词：introduction Applications Application Stochastic troduction 下载 Applications introduction Calculus Stochastic

xiexie

骗子

以下是引用小荷在2008-6-3 21:54:00的发言：
骗子

Be responsible of what u say, specify what u mean.

I provided two download link and checked both of them work.

If u don't know how to download or have problem downloading u can ask. Merely saying someone is a lier can be libel, mind u.

Way to download: https://bbs.pinggu.org/thread-320485-1-1.html #7

Currently 13 people bought this and only u replied an irresponsible word "lier".

Moreover, I got this pm the other day:

在2008-5-18 9:13:00，admin给您发送的消息！

消息标题：系统消息 您发表的帖子《[下载]*1元店* Introduction to Stochastic Calculus with Applications》因奖励而被帖子评价，且进行了金钱50，的操作

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[em02]

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可以下载的，骗子倒不是，按照他的下一个网址，先点一下书名上面的ticket，然后就出来download的标志。楼主只收1元钱，大家应该感谢他，不要老是骂人，人家提供下载也花时间，又没有多少报酬，要感激呀。