Forventes på lager: 27-04-2026
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.
| Forlag | Taylor & Francis Ltd |
| Forfatter | Robert R. Reitano |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 27-04-2026 |
| Første udgivelsesår | 2026 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Originalsprog | United Kingdom |
| Sideantal | 363 |
| Indbinding | Hardback |
| Forlag | Taylor & Francis Ltd |
| Sideoplysninger | 363 pages |
| Mål | 254 x 178 |
| ISBN-13 / EAN-13 | 9781032231174 |