Autor: Vigirdas Mackevicius

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, …

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, …

This book is devoted to integration, one of the two main operations in calculus. In Part 1, the definition of the integral of a one-variable function is different (not essentially, but rather methodi …

This book is devoted to integration, one of the two main operations in calculus. In Part 1, the definition of the integral of a one-variable function is different (not essentially, but rather methodi …

This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other top …