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Books > Business & Economics > Business & management > Management & management techniques > Operational research

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Stochastic Processes and Models (Hardcover) Loot Price: R6,339
Discovery Miles 63 390
Repayment Terms: R594 pm x 12*
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Stochastic Processes and Models (Hardcover): David Stirzaker

Stochastic Processes and Models (Hardcover)

David Stirzaker

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Loot Price R6,339 Discovery Miles 63 390 | Repayment Terms: R594 pm x 12*

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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.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Release date: July 2005
First published: September 2005
Authors: David Stirzaker
Dimensions: 254 x 178 x 25mm (L x W x T)
Format: Hardcover
Pages: 342
ISBN-13: 978-0-19-856813-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Money & Finance > General
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LSN: 0-19-856813-4
Barcode: 9780198568131

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