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Focusing on key concepts in stochastic processes, this book offers a clear introduction to topics such as random walks, Markov chains, and Brownian motion. It includes numerous exercises and solutions to reinforce learning. The content progresses to advanced topics like stochastic integrals and differential equations, particularly in the context of option pricing. Designed for undergraduate students in statistics, mathematics, finance, and operational research, it serves as an excellent resource for a second course in probability.
Buchkauf
Stochastic Processes and Models, David Stirzaker
- Sprache
- Erscheinungsdatum
- 2005
- product-detail.submit-box.info.binding
- (Paperback)
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- Titel
- Stochastic Processes and Models
- Sprache
- Englisch
- Autor*innen
- David Stirzaker
- Verlag
- OUP Oxford
- Erscheinungsdatum
- 2005
- Einband
- Paperback
- Seitenzahl
- 342
- ISBN13
- 9780198568148
- Kategorie
- Mathematik
- Beschreibung
- Focusing on key concepts in stochastic processes, this book offers a clear introduction to topics such as random walks, Markov chains, and Brownian motion. It includes numerous exercises and solutions to reinforce learning. The content progresses to advanced topics like stochastic integrals and differential equations, particularly in the context of option pricing. Designed for undergraduate students in statistics, mathematics, finance, and operational research, it serves as an excellent resource for a second course in probability.