Basic Stochastic Processes

by Pierre Devolder, Rainmondo Manca, Jacques Janssen

This book presents basic stochastic processes, stochastic calculus including L vy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1848218826
• ISBN13: 9781848218826
• Release Date: August 2015
• Publisher: Wiley-Iste
• Length: 326 Pages
• Weight: 1.39 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"