Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance / (Record no. 31449)

MARC details
000 -LEADER
fixed length control field 03115nam a2200265Ia 4500
001 - CONTROL NUMBER
control field 42463
003 - CONTROL NUMBER IDENTIFIER
control field IN-BdCUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230421155222.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230413s2023 000 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119166061
040 ## - CATALOGING SOURCE
Language of cataloging eng
Transcribing agency IN-BdCUP
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.22
Item number BRA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Braumann, Carlos A.
245 #0 - TITLE STATEMENT
Title Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance /
Statement of responsibility, etc. Braumann, Carlos A.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. UK :
Name of publisher, distributor, etc. John Wiley & Sons,
Date of publication, distribution, etc. 2019.
300 ## - PHYSICAL DESCRIPTION
Extent xv, 283 p. ;
Dimensions 24 cm.
520 ## - SUMMARY, ETC.
Summary, etc. A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author - a noted expert in the field - includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology. The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, It� or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume: Contains a complete introduction to the basic issues of stochastic differential equations and their effective application Includes many examples in modelling, mainly from the biology and finance fields Shows how to: Translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions Conveys the intuition behind the theoretical concepts Presents exercises that are designed to enhance understanding Offers a supporting website that features solutions to exercises and R code for algorithm implementation Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
Topical term or geographic name entry element Stochastic differential equations
Topical term or geographic name entry element Biology-Mathematical models
Topical term or geographic name entry element Finance-Mathematical models
Topical term or geographic name entry element Braumann
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Source of acquisition Cost, normal purchase price Bill number Total checkouts Full call number Barcode Date last seen Actual Cost, replacement price Bill Date Koha item type
    Dewey Decimal Classification     Ranganathan Library Ranganathan Library 19/06/2020 Atlantic Pub. & dist., New Delhi 5720.00 1109885   519.22 BRA 039021 13/04/2023 3718.00 15/02/2020 Book
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