Point Processes and Jump Diffusions

Language: English

Published by Cambridge University Press, 2021

1316518671 / 9781316518670

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put new ideas into practice. Graduate students in mathematics, finance and economics will gain a good working knowledge of point-process theory, allowing them to progress to independent research.

Seller Inventory # 9781316518670

Title
Point Processes and Jump Diffusions
Author
Tomas Bjork
Publisher
Cambridge University Press
Publication year
2021
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1316518671
ISBN 13
9781316518670
Item weight
737 grams
Dimensions
250x175x22 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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