Levy processes and stochastic calculus / David Applebaum.
Material type: TextSeries: Cambridge studies in advanced mathematics ; 116Publication details: Cambridge ; New York : Cambridge University Press, c2009.Edition: 2nd edDescription: xxx, 460 pISBN:- 9780521170116
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
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Books | Department of Mathematics | 519.246 APP (Browse shelf(Opens below)) | 1 | Available | MAT08262 |
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519.245 NEI Monte Carlo Methods. | 519.245:510.22 BUC Monte carlo methods in fuzzy optimization / | 519.245:519.217 LIA Advanced Markov chain Monte Carlo methods : | 519.246 APP Levy processes and stochastic calculus / | 519.246 BAX Financial calculus : | 519.246 DAL.1 An introduction to the theory of point processes V.1.-2nd ed. | 519.246 DIN Malliavin Calculus for levy processes with applications to finance / |
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