An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance
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Beschreibung
Foreword.- Preface to the Fourth Edition.- Preface to the Third Edition.- Preface to the Second Edition.- Preface.- Part I: Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Itô Integral.- Stochastic Differential Equations.- Stability, Stationary, Ergodicity.- Part II: Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Diffusion Approximation of a Langevin System.- Elliptic and Parabolic Equations.- Semigroups of Linear Operators.- Stability of Ordinary Differential Equations.- References.- Nomenclature.- Index.
Eigenschaften
Breite: | 155 |
Gewicht: | 1135 g |
Höhe: | 235 |
Seiten: | 560 |
Sprachen: | Englisch |
Autor: | David Bakstein, Vincenzo Capasso |
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