It takes the average reader 10 hours and 44 minutes to read Stochastic Calculus by Paolo Baldi
Assuming a reading speed of 250 words per minute. Learn more
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions. After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used. Stochastic Calculus will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.
Stochastic Calculus by Paolo Baldi is 627 pages long, and a total of 161,139 words.
This makes it 212% the length of the average book. It also has 197% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 14 hours and 40 minutes to read Stochastic Calculus aloud.
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.
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