Kód: 13659267
Essentials of Stochastic Processes
Autor Richard Durrett
In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exerci ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 275
Nakladateľ: Springer International Publishing AG, 2016
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Anotácia knihy
In its revised new edition, this book covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales and mathematical finance. Offers many examples and more than 300 carefully chosen exercises for better understanding.
Parametre knihy
Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Economic theory & philosophy
134.12 €
- Celý názov: Essentials of Stochastic Processes
- Autor: Richard Durrett
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 275
- EAN: 9783319456133
- ISBN: 331945613X
- ID: 13659267
- Nakladateľ: Springer International Publishing AG
- Hmotnosť: 608 g
- Rozmery: 240 × 156 × 22 mm
- Dátum vydania: 08. November 2016
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