Theory of stochastic processes: with applications to financial mathematics and risk theory
Auteur :
Gusak, Dmytro / Kukush, Alexander / Kulik, Alexey / Mishura, Yuliya / Pilipenko, Andrey
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387878614
Date de publication :
4 déc. 2009
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.