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Focusing on key concepts in stochastic processes, this book offers a clear introduction to topics such as random walks, Markov chains, and Brownian motion. It includes numerous exercises and solutions to reinforce learning. The content progresses to advanced topics like stochastic integrals and differential equations, particularly in the context of option pricing. Designed for undergraduate students in statistics, mathematics, finance, and operational research, it serves as an excellent resource for a second course in probability.
Nákup knihy
Stochastic Processes and Models, David Stirzaker
- Jazyk
- Rok vydania
- 2005
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- Titul
- Stochastic Processes and Models
- Jazyk
- anglicky
- Autori
- David Stirzaker
- Vydavateľ
- OUP Oxford
- Rok vydania
- 2005
- Väzba
- mäkká
- Počet strán
- 342
- ISBN13
- 9780198568148
- Kategórie
- Matematika
- Anotácia
- Focusing on key concepts in stochastic processes, this book offers a clear introduction to topics such as random walks, Markov chains, and Brownian motion. It includes numerous exercises and solutions to reinforce learning. The content progresses to advanced topics like stochastic integrals and differential equations, particularly in the context of option pricing. Designed for undergraduate students in statistics, mathematics, finance, and operational research, it serves as an excellent resource for a second course in probability.