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Stochastic Calculus and Applications, Second Edition

Author: happy2018 on 8-02-2018, 12:56, views: 283

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Stochastic Calculus and Applications, Second Edition
Stochastic Calculus and Applications, Second Edition By Samuel N. Cohen
English | EPUB | 2015 | 666 Pages | ISBN : 149392866X | 11.91 MB


Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.

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