Stochastic Calculus: An Introduction Through Theory and Exercises

By Paolo Baldi

1 Elements of probability.- 2 Stochastic processes.- 3 Brownian motion.- 4 Conditional probability.- 5 Martingales.- 6 Markov Processes.- 7 The stochastic integral.- 8 Stochastic calculus.- 9 Stochastic Differential Equations.- 10 PDE problems and diffusions.- 11 Simulation.- 12 Back to stochastic calculus.- 13 An application: finance.- Solutions of the exercises.- References.- Index.

• Format: Paperback
• Language: English
• ISBN: 3319622250
• ISBN13: 9783319622255
• Release Date: November 2017
• Publisher: Springer
• Length: 627 Pages
• Weight: 2.25 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"