Elementary probability theory : with stochastic processes and an introduction to mathematical finance
Year of publication: |
2003 ; 4. ed.
|
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Authors: | Chung, Kai Lai ; AitSahlia, Farid |
Publisher: |
New York [u.a.] : Springer |
Subject: | Wahrscheinlichkeitstheorie | Stochastischer Prozess | Finanzmathematik |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XIII, 402 S. : Ill., graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 3. ed. u.d.T.: Chung, Kai Lai: Elementary probability theory with stochastic processes |
ISBN: | 0-387-95578-X |
Classification: | Investition, Finanzierung |
Source: |
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Stochastic processes : from physics to finance
Paul, Wolfgang, (1999)
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Stochastic calculus for finance
Shreve, Steven E., (2004)
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Shreve, Steven E., (2004)
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Markov chains : with stationary transition probabilities
Chung, Kai Lai, (1967)
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Lectures from Markov processes to Brownian motion
Chung, Kai Lai, (1982)
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A course in the theory of stochastic processes
Wentzell, Alexander D., (1981)
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