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Stochastic Processes and Models

Language EnglishEnglish
Book Hardback
Book Stochastic Processes and Models David Stirzaker
Libristo code: 04527876
Publishers Oxford University Press, July 2005
Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic proce... Full description
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Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: randon walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability for students of statistics, mathematics, finance and operational research.

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About the book

Full name Stochastic Processes and Models
Author David Stirzaker
Language English
Binding Book - Hardback
Date of issue 2005
Number of pages 342
EAN 9780198568131
ISBN 0198568134
Libristo code 04527876
Publishers Oxford University Press
Weight 682
Dimensions 178 x 254 x 25

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
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