Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory /

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory. The aim of this book is to provide the reader with the theoretical and practical material...

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Bibliographic Details
Main Authors: Gusak, Dmytro. (Author), Kukush, Alexander. (Author), Kulik, Alexey. (Author), Mishura, Yuliya. (Author), Pilipenko, Andrey. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: New York, NY : Springer New York, 2010.
Series:Problem Books in Mathematics,
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-87862-1