ISBN10: 0521832632, ISBN13: 9780521832632, [publisher: Cambridge University Press] Hardcover 8vo (23.5 cm), XXIV, 384 pp. Hardcover (binding slightly rubbed at extremities). "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." (from the blurb)
[Kraków, Poland] [Publication Year: 2004]
Show/Hide image

Cambridge University Press, Date: 2004-07-05. Hardcover. Like New. Book is in excellent condition, text is unmarked and pages are tight. 2004. Cambridge University Press ISBN 0521832632 9780521832632 [US]

ISBN10: 0521832632, ISBN13: 9780521832632, [publisher: Cambridge University Press] Hardcover Book is in excellent condition, text is unmarked and pages are tight.
[Branchville, NJ, U.S.A.] [Publication Year: 2004]