MARC details
| 000 -LEADER |
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| fixed length control field |
02658nam a22003137a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250616102136.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250613b |||||||| |||| 00| 0 hin d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9789349750784 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
NISER LIBRARY |
| Language of cataloging |
eng |
| Transcribing agency |
NISER LIBRARY |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.21 |
| Item number |
ARG-F |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Arguin, Louis-Pierre |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
First course in stochastic calculus |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
India : |
| Name of publisher, distributor, etc. |
Universities Press, |
| Date of publication, distribution, etc. |
2025. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 270 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Pure and applied undergraduate texts, |
| Volume/sequential designation |
53 |
| International Standard Serial Number |
1943-9334 ; |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
The Sally series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master's students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.<br/><br/>Louis-Pierre Arguin offers an exceptionally clear introduction to Brownian motion and to random processes governed by the principles of stochastic calculus. The beauty and power of the subject are made accessible to readers with a basic knowledge of probability, linear algebra, and multivariable calculus. This is achieved by emphasizing numerical experiments using elementary Python coding to build intuition and adhering to a rigorous geometric point of view on the space of random variables. This unique approach is used to elucidate the properties of Gaussian processes, martingales, and diffusions. One of the book's highlights is a detailed and self-contained account of stochastic calculus applications to option pricing in finance. |
| 521 ## - TARGET AUDIENCE NOTE |
|---|
| Target audience note |
Readership: Undergraduate and graduate students interested in advanced probability and the applications of stochastic calculus to finance. Finance professionals who want to develop their knowledge and intuition of stochastic calculus. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Calculus |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probability theory and stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical finance |
| General subdivision |
Derivative securities |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of Contents |
| Uniform Resource Identifier |
<a href="https://www.ams.org/bookstore/pspdf/amstext-53-toc.pdf?_gl=1*1b8949p*_ga*NzkyMDE0ODczLjE3NTAwNDYzMjU.*_ga_26G4XFTR63*czE3NTAwNDYzMjQkbzEkZzEkdDE3NTAwNDg3MjAkajU0JGwwJGgw">https://www.ams.org/bookstore/pspdf/amstext-53-toc.pdf?_gl=1*1b8949p*_ga*NzkyMDE0ODczLjE3NTAwNDYzMjU.*_ga_26G4XFTR63*czE3NTAwNDYzMjQkbzEkZzEkdDE3NTAwNDg3MjAkajU0JGwwJGgw</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Reviews |
| Uniform Resource Identifier |
<a href="https://www.goodreads.com/book/show/59092289-a-first-course-in-stochastic-calculus?ref=nav_sb_ss_1_13#CommunityReviews">https://www.goodreads.com/book/show/59092289-a-first-course-in-stochastic-calculus?ref=nav_sb_ss_1_13#CommunityReviews</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
NBHM Books |
