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Introduction to Stochastic Processes, Hardcover by Lawler, Gregory F., Like N...
Introduction to Stochastic Processes, Hardcover by Lawler, Gregory F., ISBN 158488651X, ISBN-13 9781584886518, Like New Used, Free P&P in the UK Focusing on mathematical ideas rather than proofs, this introduction provides access to foundations of probability theory applicable to problems in many fields. In this second edition, the number of exercises has been increased, and the chapter on stochastic integration is expanded into order to give an introduction to modern mathematical finance. The discussion of Itô's formula is expanded, and there is new material on the Girsanov transformation, the Feynman-Kac formula, and the Black-Scholes formula for pricing options. Annotation ©2006 Book News, Inc., Portland, OR ()
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| Book Title | Introduction to Stochastic Processes |
| ISBN | 9781584886518 |
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