Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Kurv
Point Processes and Jump Diffusions
- An Introduction with Finance Applications
3 (1 anmeldelse)
Engelsk Hardback
Point Processes and Jump Diffusions
- An Introduction with Finance Applications
3 (1 anmeldelse)
Engelsk Hardback

489 kr
Tilføj til kurv
Sikker betaling
23 - 25 hverdage

Om denne bog
The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put new ideas into practice. Graduate students in mathematics, finance and economics will gain a good working knowledge of point-process theory, allowing them to progress to independent research.
Product detaljer
Sprog:
Engelsk
Sider:
320
ISBN-13:
9781316518670
Indbinding:
Hardback
Udgave:
ISBN-10:
1316518671
Kategori:
Udg. Dato:
17 jun 2021
Længde:
26mm
Bredde:
250mm
Højde:
176mm
Forlag:
Cambridge University Press
Oplagsdato:
17 jun 2021
Forfatter(e):
Ofte købt sammen
Minder om
Kategori sammenhænge