Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics) - Hardcover

Buch 17 von 76: Problem Books in Mathematics

Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey

 
9780387878614: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
Hardcover
ISBN 10: 0387878610 ISBN 13: 9780387878614
Verlag: Springer, 2009

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Von der hinteren Coverseite

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

 

The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.

 

The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.

 

The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.

 

This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
0387878610
ISBN 13 
9780387878614
Einband
Gebundene Ausgabe
Anzahl der Seiten
388
Kontakt zum Hersteller
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
69115
Deutschland

Weitere beliebte Ausgaben desselben Titels

9781461425069: Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)

Vorgestellte Ausgabe

ISBN 10:  1461425069 ISBN 13:  9781461425069
Verlag: Springer, 2012
Softcover