Stochastic Processes and Models Book + PRICE WATCH * Amazon pricing is not included in price watch

Stochastic Processes and Models Book

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.Read More

from£32.00 | RRP: £37.00
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  • 0198568142
  • 9780198568148
  • David Stirzaker
  • 21 July 2005
  • OUP Oxford
  • Paperback (Book)
  • 344
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