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Basic Stochastic Processes
A Course Through Exercises. Springer Undergraduate Mathematics Series
Genres:
Probability & statistics, Stochastics
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Synopsis
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation. New & Used
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What Reviewers Are Saying
This book fulfils its aim of providing good and interesting material for advanced undergraduate study.
The Times Higher Education Supplement
This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systems
www.quantnotes.com
The Times Higher Education Supplement
This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical
www.quantnot