Posted by **tanas.olesya** at Jan. 9, 2017

English | 17 Apr. 2014 | ISBN: 8876424970 | 279 Pages | PDF | 3 MB

This volume presents an introductory course on differential stochastic equations and Malliavin calculus.

Posted by **nebulae** at Oct. 22, 2015

English | 2011 | ISBN: 1848213115 | 288 pages | PDF | 3,8 MB

Posted by **advisors** at Nov. 11, 2014

2014 | 279 Pages | ISBN: 8876424970 | PDF | 3 MB

Posted by **interes** at Aug. 3, 2013

English | 2011 | ISBN: 1848213115 | 288 pages | PDF | 3,8 MB

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rather than on abstract theories of measure and stochastic processes.

Posted by **Nice_smile)** at Feb. 15, 2017

English | 2002 | ISBN: 0821808028 | 281 Pages | DJVU | 2.01 MB

Posted by **Underaglassmoon** at Jan. 11, 2017

Cambridge | English | November 2016 | ISBN-10: 110714051X | 357 pages | PDF | 3.83 mb

by Hiroyuki Matsumoto (Author), Setsuo Taniguchi (Author)

Posted by **interes** at May 12, 2014

English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.

Posted by **Nice_smile)** at Feb. 15, 2017

English | 2000 | ISBN: 0821838393 | 269 Pages | PDF | 6.75 MB

Posted by **ChrisRedfield** at Feb. 14, 2017

Published: 2009-07-07 | ISBN: 047025954X | PDF | 237 pages | 2.99 MB

Posted by **step778** at Feb. 13, 2017

2003 | pages: 444 | ISBN: 0521007941 | PDF | 4,3 mb