Introduction to Stochastic Processes

Name: Introduction to Stochastic Processes
Brand: Springer Nature Singapore
SKU: 9789819761517
Price: 31774 HUF
Availability: InStock

Szerző: Selvamuthu, Dharmaraja

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer Nature Singapore

Elérhetőség: Beszállítói készleten

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This is an essential textbook for senior undergraduate and graduate students of statistics, stochast...

Információk a könyvről

Szerző

Selvamuthu, Dharmaraja

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2024

oldal

580

EAN

9789819761517

ISBN

9819761514

Enbook ID

46453331

Kiadó

Springer Nature Singapore

Súly

1006

Teljes leírás

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial challenges during their studies. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus. With a special focus on finance, the book dedicates three chapters to explore the applications of stochastic processes in options, credit risk and insurance.

Organized into sixteen chapters and one appendix, the book takes the readers to a well-organized learning. To fully grasp the intricacies of stochastic processes, students are expected to have a solid grounding in real analysis, linear algebra, and differential equations. Practical examples are emphasized throughout the book, carefully selected from various fields. The exercises at the end of each chapter are designed with the same objective in mind. Stochastic processes play a significant role in various scientific disciplines and real-life applications.

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Introduction to Stochastic Processes

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