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Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi
| Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi |
| Autore | Baldi, Paolo <1948- > |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 627 p. : ill. ; 24 cm |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian motion exercises Conditional probability Markov Processes Martingales Numerical simulation PDE problems Probability elements SDE approximation Stochastic Calculus Stochastic calculus exercises Stochastic calculus finance Stochastic calculus financial models Stochastic differential equation approximation Stochastic differential equations Stochastic differential equations exercises Stochastic integral Stochastic processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124016 |
Baldi, Paolo <1948- >
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus ...
Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi
| Stochastic Calculus : An Introduction Through Theory and Exercises / Paolo Baldi |
| Autore | Baldi, Paolo <1948- > |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiv, 627 p. : ill. ; 24 cm |
| Soggetto topico |
60G42 - Martingales with discrete parameter [MSC 2020]
60G44 - Martingales with continuous parameter [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Brownian motion exercises Conditional probability Markov Processes Martingales Numerical simulation PDE problems Probability elements SDE approximation Stochastic Calculus Stochastic calculus exercises Stochastic calculus finance Stochastic calculus financial models Stochastic differential equation approximation Stochastic differential equations Stochastic differential equations exercises Stochastic integral Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124016 |
|
Baldi, Paolo <1948- >
|
||
| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Calculus ...