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Item Details
| Title:
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STOCHASTIC PROCESSES AND MODELS
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| By: |
David Stirzaker |
| Format: |
Paperback |
| List price:
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£57.00 |
| Our price: |
£55.29 |
| Discount: |
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| You save:
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£1.71 |
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| ISBN 10: |
0198568142 |
| ISBN 13: |
9780198568148 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Pub. date: |
21 July, 2005 |
| Pages: |
342 |
| 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. |
| Synopsis: |
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: random 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. |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Returnable |
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