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Ionut Florescu - Probability and Stochastic Processes - 9780470624555 - V9780470624555
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Probability and Stochastic Processes

€ 144.07
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Description for Probability and Stochastic Processes Hardcover. A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. Num Pages: 576 pages, , black & white tables, figures. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 166 x 243 x 35. Weight in Grams: 908.

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications

With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes.

Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. ... Read more

  • Multiple examples from disciplines such as business, mathematical finance, and engineering
  • Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material
  • A rigorous treatment of all probability and stochastic processes concepts

An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance. Show Less

Product Details

Publisher
John Wiley & Sons Inc
Format
Hardback
Publication date
2014
Condition
New
Number of Pages
576
Place of Publication
New York, United States
ISBN
9780470624555
SKU
V9780470624555
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-12

About Ionut Florescu
Ionut Florescu, PhD, is Research Associate Professor of Financial Engineering and Director of the Hanlon Financial Systems Lab at Stevens Institute of Technology. His areas of research interest include stochastic volatility, stochastic partial differential equations, Monte Carlo methods, and numerical methods for stochastic processes. He is also the coauthor of Handbook of Probability and coeditor of Handbook of Modeling High-Frequency ... Read more

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