Items related to An Introduction to Continuous-time Stochastic Processes:...
An Introduction to Continuous-time Stochastic Processes: Theory, Models and Applications to Finance, Biology and Medicine (Modeling and Simulation in Science, Engineering and Technology) - Hardcover
Synopsis
This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.
"synopsis" may belong to another edition of this title.
From the Back Cover
This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.Key topics covered include:* Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided.
"About this title" may belong to another edition of this title.
- PublisherBirkhauser Boston Inc
- Publication date2004
- ISBN 10 0817632344
- ISBN 13 9780817632342
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages360
Buy New
View this item
£ 25.53
FREE shipping from U.S.A. to United Kingdom
Destination, rates & speeds
Search results for An Introduction to Continuous-time Stochastic Processes:...
Stock Image
An Introduction To Continuous-Time Stochastic Processes Theory, Models, And Applications To Finance, Biology, And Medicine
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-129582
Quantity: 1 available
Stock Image
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to finance, Biology, and Medicine
Seller: Ammareal, Morangis, France
Seller rating 5 out of 5 stars
Hardcover. Condition: Très bon. Ancien livre de bibliothèque. Salissures sur la tranche. Edition 2004. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Stains on the edge. Edition 2004. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # E-812-872
Quantity: 1 available
Stock Image
An Introduction to Continuous-Time Stochastic Processes
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. xi + 343 Illus. Seller Inventory # 7547314
Quantity: 1 available
Stock Image
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to finance, Biology, and Medicine
Seller: La bataille des livres, Pradinas, France
Seller rating 5 out of 5 stars
Condition: Très bon. An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to finance, Biology, and Medicine |Capasso, Bakstein | Birkhaüser, 2005. In-8° cartonné, 342p. Couverture propre . Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet ouvrage. [Ba10+]. Seller Inventory # O0-G0U3-0NQV
Quantity: 1 available
Stock Image
An Introduction to Continuous-Time Stochastic Processes
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. xi + 343 1st Edition. Seller Inventory # 26300653
Quantity: 1 available
Stock Image
An Introduction to Continuous-Time Stochastic Processes
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 5 out of 5 stars
Condition: New. pp. xi + 343. Seller Inventory # 18300647
Quantity: 1 available
Stock Image
An Introduction To Continuous-time Stochastic Processes Theory, Models, And Applications To Finance, Biology, And Medicine
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-82469
Quantity: 1 available
Stock Image
An Introduction To Continuous-time Stochastic Processes Theory, Models, And Applications To Finance, Biology, And Medicine
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-129583
Quantity: 1 available
Stock Image
An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine
Seller: dsmbooks, Liverpool, United Kingdom
Seller rating 4 out of 5 stars
Hardcover. Condition: Like New. Like New. book. Seller Inventory # D7F5-8-M-0817632344-5
Quantity: 1 available