A Course of Stochastic Analysis (CMS/CAIMS Books in Mathematics, 6, Band 6) - Softcover

Melnikov, Alexander

 
9783031253287: A Course of Stochastic Analysis (CMS/CAIMS Books in Mathematics, 6, Band 6)
Softcover
ISBN 10: 3031253280 ISBN 13: 9783031253287
Verlag: Springer, 2024

Inhaltsangabe

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.


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Über die Autorin bzw. den Autor

Alexander Melnikov is a Professor at the University of Alberta working in stochastic analysis and its applications in finance, statistics and insurance. He is the author of eight books and over one hundred papers in leading academic journals and venues. He is a Fellow of the Russian Academy of Natural Sciences, a recipient of the Leontiev medal of this academy and the McCalla Professorship of the University of Alberta. In addition to his academic engagements, he held several senior positions in business and professional organizations: Chief-Scientist at Risk-Invest Deutschland (Frankfurt), Vice-President of the Russian Society of Actuaries, Deputy Director at the Center for Actuarial and Financial Studies (Moscow), Senior Research Consultant at the Model Capital Management (Boston).

Von der hinteren Coverseite

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.

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Verlag
Springer
Erscheinungsdatum
2024
Sprache
Englisch
ISBN 10 
3031253280
ISBN 13 
9783031253287
Einband
Taschenbuch
Anzahl der Seiten
218
Kontakt zum Hersteller
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Poststr. 9
Darmstadt
64293
Deutschland

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9783031253256: A Course of Stochastic Analysis (CMS/CAIMS Books in Mathematics, 6, Band 6)

Vorgestellte Ausgabe

ISBN 10:  3031253256 ISBN 13:  9783031253256
Verlag: Springer, 2023
Hardcover