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A first course in stochastic calculus / Louis-Pierre Arguin.
Material type:
TextSeries: Pure and applied undergraduate texts ; volume 53Publisher: Providence, Rhode Island : American Mathematical Society, [2022]Description: xv, 270 pages : illustrations ; 26 cmContent type: - text
- unmediated
- volume
- 9781470464882
- Stochastic analysis
- Calculus
- Stochastic processes
- Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic processes -- General theory of processes
- Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Stochastic integrals
- Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities
- Game theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods)
- 519.2/2 23
- QA274.2. A74 2022
- 60G07 | 60H05 | 91G20 | 91G60
| Item type | Current library | Call number | Copy number | Status | Barcode | |
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KWUST-Main Library General Stacks | QA274.2. A74 2022 (Browse shelf(Opens below)) | C.1 | Available | 2023-0864 | |
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Books
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KWUST-Main Library General Stacks | QA274.2. A74 2022 (Browse shelf(Opens below)) | C.2 | Available | 2023-0865 |
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| QA274. B17 2017 Stochastic Calculus : An Introduction Through Theory and Exercises / | QA274. B17 2017 Stochastic Calculus : An Introduction Through Theory and Exercises / | QA 274 .M43 2009 Stochastic Processes 6th Ed | QA274.2. A74 2022 A first course in stochastic calculus / | QA274.2. A74 2022 A first course in stochastic calculus / | QA274.2.M38 2021 Probability and stochastic calculus quant interview questions/ | QA274.2.M38 2021 Probability and stochastic calculus quant interview questions/ |
Includes bibliographical references and index.
"The pdf contains a draft title page, draft copyright page and a draft manuscript"-- Provided by publisher.
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