Introduction to stochastic processes: queues, finance, and credit risk
Auteur :
Selvamuthu, Dharmaraja
Éditeur :
Springer Verlag, Singapore
ISBN :
9789819761517
Date de publication :
3 juin 2025
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus.