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Item Details
Title:
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INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS
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By: |
Gregory F. Lawler |
Format: |
Hardback |
List price:
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£38.99 |
We believe that this item is permanently unavailable, and so we cannot source
it.
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ISBN 10: |
1466570806 |
ISBN 13: |
9781466570801 |
Publisher: |
TAYLOR & FRANCIS INC |
Pub. date: |
6 December, 2015 |
Pages: |
250 |
Synopsis: |
This text balances accessibility and rigor in teaching stochastic calculus to advanced undergraduate and graduate students in mathematics, economics, and finance. Avoiding the measure-theoretic formalism, the author presents the material in a natural order and keeps technical ideas to a minimum. Any technical material is covered in sections that are separate from the main text. Students are encouraged to write computer programs using C++, MATLAB(R), or Mathematica(R). |
Publication: |
US |
Imprint: |
CRC Press Inc |
Returns: |
Returnable |
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