Billede af bogens forside - Change Of Time And Change Of Measure

Change Of Time And Change Of Measure

af Albert N (Steklov Mathematical Inst, m.fl.

Bog, Hardback, Engelsk, 2010

Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9789814324472
  • Udgivet9/11/2010
  • Udgivet afWorld Scientific Publishing Co Pte Ltd
  • Længde324 sider
  • ForfattereAlbert N (Steklov Mathematical Inst, Moscow State Univ Shiryaev, Ole E (Aarhus Univ Barndorff-nielsen
  • GenreBusiness og læring, Økonomi og finans