Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory

Language: English

Published by Springer New York, 2009

0387878610 / 9780387878614

Series: Book 17 of 76 - Problem Books in Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.This book is one of the largest collections of problems in the theoryof stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.

Seller Inventory # 9780387878614

Title
Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
Author
Andrey Pilipenko
Publisher
Springer New York
Publication year
2009
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0387878610
ISBN 13
9780387878614
Item weight
719 grams
Dimensions
241x167x33 mm
Series
Book 17 of 76: Problem Books in Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

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