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Stochastic Processes and Models

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Stochastic Processes and Models David Stirzaker
Libristo kod: 04527876
Nakladnici Oxford University Press, srpanj 2005
Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic proce... Cijeli opis
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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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Informacije o knjizi

Puni naziv Stochastic Processes and Models
Autor David Stirzaker
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2005
Broj stranica 342
EAN 9780198568131
ISBN 0198568134
Libristo kod 04527876
Nakladnici Oxford University Press
Težina 682
Dimenzije 178 x 254 x 25

Kategorija

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