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"item_title" : "Stochastic Processes and Models",
"item_author" : [" David Stirzaker "],
"item_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.",
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Stochastic Processes and Models
Overview
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.
This item is Non-Returnable
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Details
- ISBN-13: 9780198568148
- ISBN-10: 0198568142
- Publisher: OUP Oxford
- Publish Date: September 2005
- Dimensions: 9.7 x 6.78 x 0.73 inches
- Shipping Weight: 1.35 pounds
- Page Count: 342
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