Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory
Description
Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.
Keywords
MathematicsProbability & StatisticsBusiness & EconomicsInsuranceBusiness MathematicsStatisticsStochastic Processes
