Introduction to Stochastic Processes - 9781584886518
Un libro in lingua di Lawler Gregory F. edito da Chapman & Hall, 2006
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Focusing on mathematical ideas rather than proofs, this introduction provides access to foundations of probability theory applicable to problems in many fields. In this second edition, the number of exercises has been increased, and the chapter on stochastic integration is expanded into order to give an introduction to modern mathematical finance. The discussion of Itô's formula is expanded, and there is new material on the Girsanov transformation, the Feynman-Kac formula, and the Black-Scholes formula for pricing options. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com)
Informazioni bibliografiche
- Titolo del Libro in lingua: Introduction to Stochastic Processes
- Lingua: English
- Autore: Lawler Gregory F.
- Editore: Chapman & Hall
- Collana: Chapman & Hall (Hardcover)
- Data di Pubblicazione: 24 Luglio '06
- Genere: MATHEMATICS
- Argomento: Stochastic processes
- Pagine: 234
- Dimensioni mm: 234 x 158 x 19
- ISBN-10: 158488651X
- EAN-13: 9781584886518