Basic Stochastic Processes

Brzezniak, Zdzislaw; Zastawniak, Tomasz

ISBN 10: 3540761756 / ISBN 13: 9783540761754

Editore: Springer (edition Corrected), 1998

It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Codice articolo 3540761756-11-1

Riassunto:

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.

Recensione: 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

Dati bibliografici

Titolo: Basic Stochastic Processes
Casa editrice: Springer (edition Corrected)
Data di pubblicazione: 1998
Legatura: Paperback
Condizione: Good
Edizione: Corrected.