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Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series) - Softcover
Synopsis
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.
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Product Description
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.
Review
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
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Basic Stochastic Processes
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Springer (edition Corrected), 1998
ISBN 10: 3540761756
ISBN 13: 9783540761754
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Basic Stochastic Processes: A Course Through Exercises
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Basic Stochastic Processes: A Course Through Exercises
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BASIC STOCHASTIC PROCESSES: A COURSE THROUGH EXERCISES
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Softcover. Condition: Very Good. No Jacket. 2003. Slightly better than very good condition. A final year undergraduate text on stochastic processes, a tool used widely by statisticians and researches working, for example, in the mathematics of finance. The Springer Undergraduate Mathematics series. Yellow cardwraps with blue titles. 5th printing. Top corner of front cover creased diagonally. Lower corners and text block lightly rubbed. Contents clean. Packaged with care and promptly dispatched! Seller Inventory # 1820550
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Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series)
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains pencil markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783540761754. Seller Inventory # 5845129
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Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics Series)
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BASIC STOCHASTIC PROCESSES: A COURSE THR
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Basic Stochastic Processes : A Course Through Exercises
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Basic Stochastic Processes
Published by
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 1998
ISBN 10: 3540761756
ISBN 13: 9783540761754
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Basic Stochastic Processes
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