A01=David Stirzaker
Author_David Stirzaker
Category=KFF
Category=KJT
Category=PBT
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eq_business-finance-law
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eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Product details
- ISBN 9780198568131
- Weight: 682g
- Dimensions: 178 x 254mm
- Publication Date: 21 Jul 2005
- Publisher: Oxford University Press
- Publication City/Country: GB
- Product Form: Hardback
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Stochastic Processes and Models provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: randon walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing. The text has been thoroughly class-tested and is ideal for an undergraduate second course in probability for students of statistics, mathematics, finance and operational research.
