Stochastic Processes And Models(1st Edition)
Authors:
David Stirzaker
In Stock: 1 Left
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Solution Manual Includes
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Book details
ISBN: 0198568142, 978-0198568148
Book publisher: Oxford University Press
Book Price $0 : 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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