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Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.
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A Course of Stochastic Analysis, Alexander Melnikov
- Language
- Released
- 2024
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- (Paperback)
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- Language
- English
- Authors
- Alexander Melnikov
- Publisher
- Springer Nature Switzerland
- Released
- 2024
- Format
- Paperback
- Pages
- 220
- ISBN13
- 9783031253287
- Series
- Description
- Focusing on stochastic analysis, this book explores its applications in mathematical finance and the statistics of random processes. It aims to provide a concise, self-contained overview of contemporary methods and results in the field. Designed as a textbook for senior undergraduates and graduate students, it serves as a valuable resource for students, instructors, and specialists seeking to deepen their understanding of stochastic analysis and its practical applications.