9781107154254: Structured Dependence between Stochastic Processes
Couverture rigide
ISBN 10 : 1107154251 ISBN 13 : 9781107154254
Editeur : Cambridge University Press, 2020

Synopsis

Comprehensive presentation of the technical aspects and applications of the theory of structured dependence between random processes.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos des auteurs

Tomasz R. Bielecki is Professor of Applied Mathematics at the Illinois Institute of Technology, Chicago. He co-authored Credit Risk: Modelling, Valuation and Hedging (2002), Credit Risk Modelling (2010) and Counterparty Risk and Funding (2014), and he currently serves as an associate editor of several journals, including Stochastics: An International Journal of Probability and Stochastic Processes.

Jacek Jakubowski is Professor of Mathematics at the University of Warsaw. He is the author of numerous research papers in the areas of functional analysis, probability theory, stochastic processes, stochastic analysis, and mathematical finance, and he has co-authored several books in Polish, including Introduction to Probability Theory (2000), which is now in its fourth edition.

Mariusz Niewȩgłowski is currently an Assistant Professor in the Faculty of Mathematics and Information Science at Warsaw University of Technology. The areas of his current research include financial mathematics with a focus on credit risk and stochastic analysis with a focus on modeling of dependence between stochastic processes.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2020
Langue
anglais
ISBN 10 
1107154251
ISBN 13 
9781107154254
Reliure
Relié
Nombre de pages
278
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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