An Introduction to Continuous-time Stochastic Processes: Theory, Models and Applications to Finance, Biology and Medicine (Modeling and Simulation in Science, Engineering and Technology) - Tapa dura

Capasso, Vincenzo; Bakstein, David

 
9780817632342: An Introduction to Continuous-time Stochastic Processes: Theory, Models and Applications to Finance, Biology and Medicine (Modeling and Simulation in Science, Engineering and Technology)
Tapa dura
ISBN 10: 0817632344 ISBN 13: 9780817632342
Editorial: Birkhauser Boston Inc, 2004

Sinopsis

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

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De la contraportada

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.Key topics covered include:* Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided.

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Editorial
Birkhauser Boston Inc
Año de publicación
2004
Idioma
Inglés
ISBN 10 
0817632344
ISBN 13 
9780817632342
Encuadernación
Tapa dura
Número de páginas
360
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9781493927586: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine

Edición Destacada

ISBN 10:  1493927582 ISBN 13:  9781493927586
Editorial: Birkhäuser, 2015
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