Essentials of Stochastic Processes

Name: Essentials of Stochastic Processes
Brand: Springer Nature
SKU: 9783319456133
Availability: InStock

Essentials of Stochastic Processes

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319456133

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the readers understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $54.99 - $54.99

BEST PRICE

Single Product Purchase

$49.50

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$54.99	$54.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$49.50		See Site	In stock	Visit Store