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A Course of Stochastic Analysis

by Alexander Melnikov
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Current price ₹4,980.00
Original price ₹6,499.00
Original price ₹6,499.00
Original price ₹6,499.00
(-23%)
₹4,980.00
Current price ₹4,980.00

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Book cover type: Hardcover
  • ISBN13: 9783032204813
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 292
  • Original Price: GBP 49.99
  • Language: English
  • Edition: Second 2026
  • Item Weight: 590 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

Alexander Melnikov is a professor at the University of Alberta working in stochastic analysis and its applications in finance, statistics, and insurance. He is the author of nine books and about one hundred fifty papers in leading academic journals and venues. He is a fellow of the Russian Academy of Natural Sciences, a recipient of the Leontiev medal of this academy and the McCalla Professorship of the University of Alberta. In addition to his academic engagements, he held several senior positions in business and professional organizations: chief-scientist at Risk-Invest Deutschland (Frankfurt), vice-president of the Russian Society of Actuaries, deputy director at the Center for Actuarial and Financial Studies (Moscow), and senior research consultant at the Model Capital Management (Boston).

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