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Change Of Time And Change Of Measure

af Albert N (Steklov Mathematical Inst, Moscow State Univ Shiryaev, Ole E (Aarhus Univ Barndorff-nielsen

indgår i Advanced Series on Statistical Science & Applied Probability serien

Change Of Time And Change Of Measure af Albert N (Steklov Mathematical Inst
Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789814324472
  • Indbinding:
  • Hardback
  • Sideantal:
  • 324
  • Udgivet:
  • 9. november 2010
  • Størrelse:
  • 150x234x23 mm.
  • Vægt:
  • 592 g.
  • BLACK WEEK
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Leveringstid: 2-3 uger
Forventet levering: 16. december 2024
Forlænget returret til d. 31. januar 2025

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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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