Stochastic Processes and Models (Paperback)

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:	245 x 172 x 20mm (L x W x T)
Format:	Paperback
Pages:	342
ISBN-13:	978-0-19-856814-8
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
LSN:	0-19-856814-2
Barcode:	9780198568148

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