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Levy Processes And Stochastic Calculus 1st Edition David Applebaum

Name: Levy Processes And Stochastic Calculus 1st Edition David Applebaum
SKU: BELL-1011310
Price: 31.00 USD
Availability: InStock
Rating: 4.4 (62 reviews)

SKU: BELL-1011310

$ 31.00 ~~$ 45.00~~ (-31%)

4.4

62 reviews

Levy Processes And Stochastic Calculus 1st Edition David Applebaum instant download after payment.

Publisher: Cambridge University Press

File Extension: PDF

File size: 1.6 MB

Pages: 408

Author: David Applebaum

ISBN: 9780511216565, 9780521832632, 0511216564, 0521832632

Language: English

Year: 2004

Edition: 1

Product desciption

Levy Processes And Stochastic Calculus 1st Edition David Applebaum by David Applebaum 9780511216565, 9780521832632, 0511216564, 0521832632 instant download after payment.

Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described.