Name: Change Of Time And Change Of Measure
Price: 86.00 EUR
Availability: InStock
Author: Albert N (Steklov Mathematical Inst
ISBN: 9789814324472

Change Of Time And Change Of Measure von Albert N (Steklov Mathematical Inst

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Über 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.

Sprache:
Englisch

ISBN:
9789814324472

Verlag:
World Scientific Publishing Co Pte Ltd

Einband:
Gebundene Ausgabe

Seitenzahl:
324

Veröffentlicht:
9. November 2010

Abmessungen:
150x234x23 mm.

Gewicht:
592 g.

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Beschreibung von 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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Change Of Time And Change Of Measure

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