Get Free Shipping on orders over $79
Theory of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory - Dmytro Gusak

Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

By: Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko

eText | 10 July 2010

At a Glance

eText


$99.00

or 4 interest-free payments of $24.75 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.

The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.

The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.

The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.

This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.

on
Desktop
Tablet
Mobile

More in Probability & Statistics

untitled - TBC ANZ

eBOOK

$31.99

An Introduction to Stochastic Modeling - Gabriel Lord

eBOOK

RRP $145.41

$130.99

10%
OFF