Basic Stochastic Processes, 1st Edition
A Course Through Exercises
$109.14
- Paperback
226 pages
- Release Date
26 July 2000
Summary
This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and t…
Book Details
| ISBN-13: | 9783540761754 |
|---|---|
| ISBN-10: | 3540761756 |
| Author: | Tomasz Zastawniak, Zdzislaw Brzezniak |
| Publisher: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Imprint: | Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Format: | Paperback |
| Number of Pages: | 226 |
| Edition: | 1st |
| Release Date: | 26 July 2000 |
| Weight: | 850g |
| Dimensions: | 235mm x 178mm |
| Series: | Springer Undergraduate Mathematics Series |
What They're Saying
Critics Review
This book fulfils its aim of providing good and interesting material for advanced undergraduate study.
The Times Higher Education Supplement
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
About The Author
Tomasz Zastawniak
Zastawniak of the University of Hull, UK
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