Theory of Stochastic Processes
With Applications to Financial Mathematics and Risk Theory
Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Statistics
| Author: | Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko | ISBN: | 9780387878621 |
| Publisher: | Springer New York | Publication: | July 10, 2010 |
| Imprint: | Springer | Language: | English |
| Author: | Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko |
| ISBN: | 9780387878621 |
| Publisher: | Springer New York |
| Publication: | July 10, 2010 |
| Imprint: | Springer |
| Language: | English |
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.
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.
