Basic Stochastic Processes: A Course Through Exercises - Couverture souple

Livre 35 sur 90: Springer Undergraduate Mathematics

Brzezniak, Zdzislaw

 
9783540761754: Basic Stochastic Processes: A Course Through Exercises
Couverture souple
ISBN 10 : 3540761756 ISBN 13 : 9783540761754
Editeur : Springer, 2000

Synopsis

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.

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

Revue de presse

This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systems --www.quantnotes.com

Présentation de l'éditeur

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.

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

Éditeur
Springer
Date d'édition
2000
Langue
anglais
ISBN 10 
3540761756
ISBN 13 
9783540761754
Reliure
Broché
Numéro d'édition
1
Nombre de pages
236
Coordonnées du fabricant
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Allemagne

Autres éditions populaires du même titre

9781447105343: Basic Stochastic Processes: A Course Through Exercises

Edition présentée

ISBN 10 :  1447105346 ISBN 13 :  9781447105343
Editeur : Springer, 2011
Couverture souple