How Long to Read Introduction to Stochastic Calculus

How Long Does it Take to Read Introduction to Stochastic Calculus?

It takes the average reader 7 hours and 22 minutes to read Introduction to Stochastic Calculus by Rajeeva L. Karandikar

Assuming a reading speed of 250 words per minute. Learn more

Description

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.

How long is Introduction to Stochastic Calculus?

Introduction to Stochastic Calculus by Rajeeva L. Karandikar is 441 pages long, and a total of 110,691 words.

This makes it 149% the length of the average book. It also has 135% more words than the average book.

How Long Does it Take to Read Introduction to Stochastic Calculus Aloud?

The average oral reading speed is 183 words per minute. This means it takes 10 hours and 4 minutes to read Introduction to Stochastic Calculus aloud.

What Reading Level is Introduction to Stochastic Calculus?

Introduction to Stochastic Calculus is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Introduction to Stochastic Calculus?

Introduction to Stochastic Calculus by Rajeeva L. Karandikar is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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