Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gusak, Dmytro (Autor), Kukush, Alexander (Autor), Kulik, Alexey (Autor), Mishura, Yuliya (Autor), Pilipenko, Andrey (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Colección:Problem Books in Mathematics,
Temas:
Probabilities.
Actuarial science.
Business mathematics.
Statistics .
Probability Theory.
Actuarial Mathematics.
Business Mathematics.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:XII, 376 p. 8 illus. online resource.
ISBN:9780387878621
ISSN:2197-8506

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