Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner and published by Imperial College Press. This book was released on 2005 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Download or read book Calculus written by R. A. Rosenbaum and published by CUP Archive. This book was released on 1984-02-24 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a textbook of intuitive calculus. The material is presented in a concrete setting with many examples and problems chosen from the social, physical, behavioural and life sciences. Chapters include core material and more advanced optional sections. The book begins with a review of algebra and graphing.
Download or read book Calculus With Applications written by Peter D. Lax and published by Springer Science & Business Media. This book was released on 2013-09-21 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: Burstein, and Lax's Calculus with Applications and Computing offers meaningful explanations of the important theorems of single variable calculus. Written with students in mathematics, the physical sciences, and engineering in mind, and revised with their help, it shows that the themes of calculation, approximation, and modeling are central to mathematics and the main ideas of single variable calculus. This edition brings the innovation of the first edition to a new generation of students. New sections in this book use simple, elementary examples to show that when applying calculus concepts to approximations of functions, uniform convergence is more natural and easier to use than point-wise convergence. As in the original, this edition includes material that is essential for students in science and engineering, including an elementary introduction to complex numbers and complex-valued functions, applications of calculus to modeling vibrations and population dynamics, and an introduction to probability and information theory.
Download or read book Everyday Calculus written by Oscar Fernandez and published by Princeton University Press. This book was released on 2017-03-07 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: A fun look at calculus in our everyday lives Calculus. For some of us, the word conjures up memories of ten-pound textbooks and visions of tedious abstract equations. And yet, in reality, calculus is fun and accessible, and surrounds us everywhere we go. In Everyday Calculus, Oscar Fernandez demonstrates that calculus can be used to explore practically any aspect of our lives, including the most effective number of hours to sleep and the fastest route to get to work. He also shows that calculus can be both useful—determining which seat at the theater leads to the best viewing experience, for instance—and fascinating—exploring topics such as time travel and the age of the universe. Throughout, Fernandez presents straightforward concepts, and no prior mathematical knowledge is required. For advanced math fans, the mathematical derivations are included in the appendixes. The book features a new preface that alerts readers to new interactive online content, including demonstrations linked to specific figures in the book as well as an online supplement. Whether you're new to mathematics or already a curious math enthusiast, Everyday Calculus will convince even die-hard skeptics to view this area of math in a whole new way.
Download or read book Calculus written by Alex Himonas and published by Wiley. This book was released on 2002-12-02 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ensure your success! Purchase this value package: Calculus: Textbook and Student Solutions Manual. Receive both the textbook and the solutions manual for the price of the textbook alone. That?s a $33.95 savings! (ISBN: 047165499X). Textbook: This lively, informal applied calculus text speaks directly to the needs of students in business, economics, life sciences, social sciences, and liberal arts. In a clear, conversational style, the authors focus on key themes without bogging students down in peripheral detail. Throughout the text, the authors successfully present real and interesting examples and exercises ranging from simple and engaging human-interest problems to important global issues which keep interest level and motivation high enabling you to apply the mathematics you are learning. The text is carefully structured while remaining interesting, clear, and relevant. This full edition is designed for a full, one-year version of the course covering material that includes functions, limits, derivatives, integrals, an introduction to multi-variable calculus, and trigonometric functions, with interesting real-life applications throughout; as well as differential equations and applications, high-order approximations, and probability and statistics. (ISBN: 047165499X) Student Solutions Manual: Provides complete solutions to every odd exercise in the text. These solutions will help you develop strong problem-solving skills. (ISBN: 0471266396)
Download or read book Calculus written by Paul A. Foerster and published by . This book was released on 2005 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Calculus Ideas and Applications Brief Edition 1e with Calculus Ideas and Applications Technology Tools Manual Set written by Alex Himonas and published by Wiley. This book was released on 2003-10-07 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Malliavin Calculus and Related Topics written by David Nualart and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The contents of these lectures were published in Spanish in [176]. Later these notes were completed and improved in two courses on Malliavin cal culus given at the University of California at Irvine in 1986 and at Ecole Polytechnique Federale de Lausanne in 1989. The contents of these courses correspond to the material presented in Chapters 1 and 2 of this book. Chapter 3 deals with the anticipating stochastic calculus and it was de veloped from our collaboration with Moshe Zakai and Etienne Pardoux. The series of lectures given at the Eighth Chilean Winter School in Prob ability and Statistics, at Santiago de Chile, in July 1989, allowed us to write a pedagogical approach to the anticipating calculus which is the basis of Chapter 3. Chapter 4 deals with the nonlinear transformations of the Wiener measure and their applications to the study of the Markov property for solutions to stochastic differential equations with boundary conditions.
Download or read book The Hitchhiker s Guide to Calculus written by Michael Spivak and published by Mathematical Association of America (MAA). This book was released on 1995 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Calculus written by Gudmund R. Iversen and published by SAGE. This book was released on 1996-01-18 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: This overview of the central ideas of calculus provides many examples of how calculus is used to translate many real world phenomena into mathematical functions.
Download or read book Single Variable Calculus written by Stanley O. Kochman and published by Prentice Hall. This book was released on 2003 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applications of Calculus written by Philip D. Straffin and published by Cambridge University Press. This book was released on 1993 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains how calculus can be used to explain and analyze many diverse phenomena.
Download or read book How to Ace Calculus written by Colin Adams and published by Times Books. This book was released on 2015-10-06 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by three gifted-and funny-teachers, How to Ace Calculus provides humorous and readable explanations of the key topics of calculus without the technical details and fine print that would be found in a more formal text. Capturing the tone of students exchanging ideas among themselves, this unique guide also explains how calculus is taught, how to get the best teachers, what to study, and what is likely to be on exams-all the tricks of the trade that will make learning the material of first-semester calculus a piece of cake. Funny, irreverent, and flexible, How to Ace Calculus shows why learning calculus can be not only a mind-expanding experience but also fantastic fun.
Download or read book Calculus written by Paul A. Foerster and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Calculus Ideas and Applications Brief Edition with Student Solutions Manual Activities and Technology Manual Set written by Alex Himonas and published by Wiley. This book was released on 2003-10-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Calculus and Its Applications written by P. Mainardi and published by Elsevier. This book was released on 2014-05-12 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: Calculus and its Applications provides information pertinent to the applications of calculus. This book presents the trapping technique in defining geometrical and physical entities that are usually regarded as limits of sums. Organized into 20 chapters, this book begins with an overview of the notion of average speed that seems to appear first as a qualitative concept. This text then presents the concepts of external and internal parameters to increase the appreciation of parametric functions. Other chapters consider separable differential equations with more detail than usual with their suitability in describing physical laws. This book discusses as well the study of variable quantities whose magnitude is determined by the magnitudes of several other variables. The final chapter deals with a homogeneous differential equation and auxiliary equations consisting imaginary roots. This book is a valuable resource for mathematicians and students. Readers whose interests span a variety of fields will also find this book useful.
