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Stochastic Integration Theory

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Stochastic Integration Theory Peter Medvegyev
Libristo kod: 04866483
Nakladnici Oxford University Press, srpanj 2007
This graduate level text covers the theory of stochastic integration, an important area of Mathemati... Cijeli opis
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162.82 €
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This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing. Aimed at graduate students in Mathematics, Statistics, Probability, Mathematical Finance, and Economics, the book not only covers the theory of the stochastic integral in great depth but also presents the associated theory (martingales, Levy processes) and important examples (Brownian motion, Poisson process).

Informacije o knjizi

Puni naziv Stochastic Integration Theory
Autor Peter Medvegyev
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2007
Broj stranica 632
EAN 9780199215256
ISBN 0199215251
Libristo kod 04866483
Nakladnici Oxford University Press
Težina 1042
Dimenzije 166 x 241 x 37

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Economics
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