First course in stochastic calculus / Louis-Pierre Arguin.
Material type:
TextSeries: Pure and applied undergraduate texts ; 53Publication details: Providence : American Mathematical Society, 2025.Description: xv, 270 pages : illustrations ; 25 cmISBN: - 9789349750784 (pbk.)
- A First course in stochastic calculus
- 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)
- 519.22 ARG
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H.T. Parekh Library | SIAS Collection | 519.22 ARG (Browse shelf(Opens below)) | Available | K18231 |
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