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Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789814324472
  • Indbinding:
  • Hardback
  • Sideantal:
  • 324
  • Udgivet:
  • 9. November 2010
  • Størrelse:
  • 150x234x23 mm.
  • Vægt:
  • 592 g.
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Leveringstid: 2-3 uger
Forventet levering: 28. Maj 2024

Beskrivelse af Change Of Time And Change Of Measure

Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

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