Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
9781032231174 Chapman and Hall/CRC Financial Mathematics Series Innbundet
01.04.2026
Engelsk
Forventes utgitt
Chapman and Hall/CRC Financial Mathematics Series
|
Heftet
Forventes utgitt: 01.04.2026
Leveringstid: 3-10 dager
Omtale
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. It introduces and develops properties of Brownian motion as well as two other classes of stochastic processes: Markov processes and martingales. It is for researchers and practitioners of quantitative finance.