Foundations of quantitative finance, book vii: brownian motion and other stochastic processes
Auteur :
Reitano, Robert R.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032229591
Date de publication :
27 avr. 2026
Dimensions :
25,4 x 17,8 cm
Poids :
700 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.