"Introduction To Stochastic Calculus With Applications (Second Edition)" by Fima C Klebaner (Monash University, Australia). 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. Selfcontained 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 agedependent branching process and the stochastic LotkaVolterra model in biology, nonlinear filtering in engineering and five new figures.
About Fima C. Klebaner
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Author  :  Fima C. Klebaner 
Publisher  :  Imperial College Press 
Data Published  :  08 May 2005 
ISBN  :  1860945554 
EAN  :  9781860945557 
Format Book  :  PDF, Epub, DOCx, TXT 
Number of Pages  :  432 pages 
Age +  :  15 years 
Language  :  English 
Rating  : 
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