Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk T... (Bog, Hardback, Engelsk)

Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory

(Bog, Hardback, Engelsk)
Forfattere: Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko



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Beskrivelse

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.

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Alle detaljer

Forlag Springer-Verlag New York Inc.
Forfattere Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2010 ed.
Udgivelsesdato 04-12-2009
Første udgivelsesår 2009
Serie Problem Books in Mathematics
Illustrationer 8 Illustrations, black and white; XII, 376 p. 8 illus.
Originalsprog United States
Sideantal 376
Indbinding Hardback
Forlag Springer-Verlag New York Inc.
Sideoplysninger 376 pages, 8 Illustrations, black and white; XII, 376 p. 8 illus.
Mål 235 x 155
ISBN-13 / EAN-13 9780387878614