Stochastic Analysis: Ito and Malliavin Calculus in Tandem
(Bog, Hardback, Engelsk)
Forlag:
Cambridge University Press
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9781107140516
- Se flere detaljer ▼
Beskrivelse
This compact, graduate-level text develops the Itô calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.
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Alle detaljer
| Forlag | Cambridge University Press |
| Forfattere | Hiroyuki (Aoyama Gakuin University Matsumoto, Setsuo (Kyushu University Taniguchi |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 07-11-2016 |
| Første udgivelsesår | 2016 |
| Serie | Cambridge Studies in Advanced Mathematics |
| Originalsprog | United Kingdom |
| Sideantal | 357 |
| Indbinding | Hardback |
| Forlag | Cambridge University Press |
| Sideoplysninger | 357 pages |
| Mål | 161 x 235 x 26 |
| ISBN-13 / EAN-13 | 9781107140516 |