Point Processes and Jump Diffusions by Tomas Bjrk - 9781316518670
Point Processes and Jump DiffusionsAn Introduction with Finance Applications
Author(s): Tomas Bjrk
Format: Hardback
Publisher: Cambridge University Press, United Kingdom
Imprint: Cambridge University Press
ISBN-13: 9781316518670, 978-1316518670
Synopsis
The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put .
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Point Processes and Jump Diffusions by Tomas Bjrk - 9781316518670
Point Processes and Jump DiffusionsAn Introduction with Finance Applications
Author(s): Tomas Bjrk
Format: Hardback
Publisher: Cambridge University Press, United Kingdom
Imprint: Cambridge University Press
ISBN-13: 9781316518670, 978-1316518670
Synopsis
The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put .
Price now:
From
£41.52
To
£48.09
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Product Description
Point Processes and Jump DiffusionsAn Introduction with Finance Applications
Author(s): Tomas Bjrk
Format: Hardback
Publisher: Cambridge University Press, United Kingdom
Imprint: Cambridge University Press
ISBN-13: 9781316518670, 978-1316518670
Synopsis
The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put .
Product Specifications
General | |
|---|---|
character | unknown |
format | hardcover |
Language | english |
type | textbook |
features | new edition |
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