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Structure Systems : Tragsysteme by Ralph Rapson (1998, Hardcover)

About this product

Product Identifiers

PublisherHatje Cantz Verlag Gmbh & Co KG
ISBN-103775707069
ISBN-139783775707060
eBay Product ID (ePID)184966

Product Key Features

Number of Pages280 Pages
LanguageEnglish
Publication NameStructure Systems : Tragsysteme
SubjectCollections, Catalogs, Exhibitions / General, Methods & Materials
Publication Year1998
TypeTextbook
AuthorRalph Rapson
Subject AreaArt, Architecture
FormatHardcover

Dimensions

Item Height1.3 in
Item Weight64.1 Oz
Item Length12 in
Item Width9 in

Additional Product Features

Intended AudienceScholarly & Professional
Preface byRapson, Ralph
Number of Volumes1 vol.
IllustratedYes
SynopsisThis book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and It integrals in some detail, with a focus on results needed for the BlackScholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the It formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to It calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online., After 30 years of successful printing and distribution history, this standard work on structure systems - the most important prerequisite for any architectural design concept - now appears in a new, expanded edition.
Text byEngel, Heino

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