| Title:
|
AN INTRODUCTION TO CONTINUOUS-TIME STOCHASTIC PROCESSES
THEORY, MODELS AND APPLICATIONS TO FINANCE, BIOLOGY AND MEDICINE |
| By: |
Vincenzo Capasso, David Bakstein |
| Format: |
Hardback |
| List price:
|
£59.99 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
0817632344 |
| ISBN 13: |
9780817632342 |
| Publisher: |
BIRKHAUSER BOSTON INC |
| Edition: |
2005. Corr. 2nd Printing ed. |
| Series: |
Modeling and Simulation in Science, Engineering and Technology |
| Pages: |
360 |
| Description: |
An introduction to the theory of continuous-time stochastic processes. It covers such topics as interacting particles and agent-based models: from polymers to ants; population dynamics: from birth and death processes to epidemics; and, financial market models: the non-arbitrage principle. It is suitable for those in mathematical finance. |
| Synopsis: |
This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering. |
| Illustrations: |
1, black & white illustrations |
| Publication: |
US |
| Imprint: |
Birkhauser Boston Inc |
| Returns: |
Non-returnable |