Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
9781032229591 Chapman and Hall/CRC Financial Mathematics Series Heftet
01.04.2026
Engelsk
Forventes utgitt
Chapman and Hall/CRC Financial Mathematics Series
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Innbundet
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.