Code: 04406699

Basic Stochastic Processes

Name: Basic Stochastic Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 04406699
Price: 35.45 EUR
Availability: InStock
Author: Z Brzezniak
ISBN: 9783540761754

by Z Brzezniak

Language: English
Binding: Paperback
Number of pages: 226
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1998
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Book synopsis

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.