Introduction to Stochastic Processes (English, Gregory F. Lawler)
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Book Details
Publisher
Chapman and Hall/CRC
Language
English
ISBN-13
9781584886518
ISBN-10
158488651X
Author
Gregory F. Lawler
About the Book
Focusing on mathematical ideas rather than proofs, this book provides access to important fundamentals of stochastic processes. This second edition features additional material on stochastic integration, with expanded discussion of Girsanov transformation, an introduction to the Feynman-Kac formula, and an exposition on the Black-Scholes formula with applications from the field of mathematical finance. This new edition also includes new and expan…
ISBN: 9781584886518
ISBN-13: 9781584886518
ISBN-10: 158488651X
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Gregory F. Lawler is the author of Introduction to Stochastic Processes. Browse more books by Gregory F. Lawler on BookBajar.
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Product ID: isbn-9781584886518
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