£57.07

Oxford University Press Stochastic Processes and Models

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£59.87 £45.85 £48.91 £51.96 £55.03 £58.08 £61.14 09 June 2024 15 November 2024 23 April 2025 29 September 2025 08 March 2026

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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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
15 September 2005
Listed Since
08 January 2007

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