165,32 €
183,69 €
-10% with code: EXTRA
Stochastic Processes and Models
165,32 € 
- We will send in 10–14 business days.
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 thor…
183.69
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- Author: David Stirzaker
- Publisher: Oxford University Press, USA
- ISBN-10: 0198568142
- ISBN-13: 9780198568148
- Format: 17.2 x 24.6 x 1.9 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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Description
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.EXTRA 10 % discount with code: EXTRA
165,32 €
183,69 €
We will send in 10–14 business days.
The promotion ends in 23d.21:20:04
The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: David Stirzaker
- Publisher: Oxford University Press, USA
- ISBN-10: 0198568142
- ISBN-13: 9780198568148
- Format: 17.2 x 24.6 x 1.9 cm, minkšti viršeliai
- Language: English English
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.
Reviews