Business & Economics Books:

Stochastic Processes and Models

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Paperback

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Stochastic Processes and Models by David Stirzaker
$176.99
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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: 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.
Release date NZ
July 21st, 2005
Country of Publication
United Kingdom
Imprint
Oxford University Press
Pages
342
Dimensions
172x245x20
ISBN-13
9780198568148
Product ID
2245821

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