Billede af bogens forside - Theory of Stochastic Processes

Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

af Dmytro Gusak, m.fl.

Bog, Hardback, Engelsk, 2009

Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780387878614
  • Udgivet4/12/2009
  • Udgivet afSpringer-Verlag New York Inc.
  • Længde376 sider
  • ForfattereDmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
  • GenreBusiness og læring