剧情简介：This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Populatio...(展开全部)
作者：Fima C·Klebaner
出版社：World Scientific Publishing Company
ISBN：9781860941290
