Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

Gusak, Dmytro, Kukush, Alexander, Kulik, Alexey, Mishura, Yu

ISBN 10: 1461425069 / ISBN 13: 9781461425069

Edité par Springer, 2012

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N° de réf. du vendeur ERICA77314614250696

Détails bibliographiques

• Titre: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
• Éditeur: Springer
• Date de parution: 2012
• Langue: anglais
• ISBN à 10 chiffres: 1461425069
• ISBN à 13 chiffres: 9781461425069
• Reliure: Paperback
• État de l'article: Like New
• Type de livre: book

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Synopsis

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.