Name: From elementary probability to stochastic differential equations with Maple
ISBN: 9783540426660

Book information

Authors: Sasha Cyganowski verified identity
First published: 2002
Editions known: 1
Publishers: Springer
Languages: eng
ISBN-13: 9783540426660
Main topics: Stochastic Calculus, Numerical Methods
Also covers: Mathematical Finance
Related site topics: Stochastic Control & Optimal Stopping

Overview

From elementary probability to stochastic differential equations with Maple is a book by Sasha Cyganowski, first published in 2002. In this catalogue it is classified mainly under Stochastic Calculus and Numerical Methods, with secondary coverage of Mathematical Finance.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (8/10); readers are typically expected to know calculus, differential equations, linear algebra, measure theory, numerical analysis, probability theory, statistics and stochastic processes.

Orientation. The metadata points to a theory-first treatment. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 96% and difficulty confidence is 99%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	67/100 confidence 96% Score 66.7/100. Strongest: quant_relevance 0.85, technical_depth 0.83; weakest: practical_applicability 0.12. Evidence: subjects:'mathematical finance'.
Mathematical difficulty	Advanced (8/10) confidence 99%
Prerequisites	calculus, differential equations, linear algebra, measure theory, numerical analysis, probability theory, statistics, stochastic processes
Practical orientation	Theoretical
Metadata quality	99%

Difficulty evidence (8 signals)

calculus matched in ol_description: “calculus”
intro_statistics matched in subjects: “statistics for”
linear_algebra matched in ol_description: “linear algebra”
mathematical_finance_core matched in subjects: “mathematical finance”
mathematical_rigor matched in ol_description: “theorems”
measure_theory matched in ol_description: “measure theor”
numerical_methods matched in ol_description: “numerical methods”
numerical_methods matched in subjects: “numerical analysis”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations Topic similarity inferred similarity 0.47
Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation Topic similarity inferred similarity 0.47
Backward Stochastic Differential Equations in Financial Mathematics Topic similarity inferred similarity 0.47
Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains Topic similarity inferred similarity 0.46
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle Topic similarity inferred similarity 0.46
Measuring Financial Resilience Using Backward Stochastic Differential Equations Topic similarity inferred similarity 0.45

Methods covered

Stochastic Calculus & Continuous-Time Models inferred

Similar books

Numerical Solution of Stochastic Differential Equations inferred similarity 0.80
Option Theory with Stochastic Analysis inferred similarity 0.77
Stochastic Analysis And Applications To Finance inferred similarity 0.73
Stochastic calculus for fractional Brownian motion and applications inferred similarity 0.69
From Stochastic Calculus to Mathematical Finance inferred similarity 0.68

Author profiles

Sasha Cyganowski verified identity

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9783540426660) (search link; may be an affiliate link)

Relationship graph

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