Stochastic Processes and Models PDF
by David Stirzaker
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Description
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.
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Download Now
- Format:PDF
- Pages:342 pages
- Publisher:Oxford University Press
- Publication Date:21/07/2005
- Category:
- ISBN:9780191582998
Information
-
Download Now
- Format:PDF
- Pages:342 pages
- Publisher:Oxford University Press
- Publication Date:21/07/2005
- Category:
- ISBN:9780191582998