Introduction to stochastic processes

＜図書＞
Introduction to stochastic processes

責任表示	Gregory F. Lawler
データ種別	図書
版	2nd ed
出版情報	Boca Raton, FL : Chapman & Hall/CRC , 2006
本文言語	英語
大きさ	xiii, 234 p. : ill. ; 25 cm
概要	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 e...ercises has been increased, and the chapter on stochastic integration is expanded into order to give an introduction to modern mathematical finance. The discussion of Ito'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 (booknews.com) 続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	LAWL/15/1a	2006		023212006002291		予約・取寄			予約・取寄