Introduction to Stochastic Processes
portes grátis
Introduction to Stochastic Processes
Queues, Finance and Credit Risk
Selvamuthu, Dharmaraja
Springer Verlag, Singapore
11/2024
542
Dura
9789819761517
Pré-lançamento - envio 15 a 20 dias após a sua edição
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Preface.- 1. Introduction to Stochastic Processes.- 2. Discrete Time Markov Chains - Part I.- 3. Discrete Time Markov Chains - Part II.- 4. Continuous Time Markov Chains, Part I.- 5. Continuous Time Markov Chains, Part II.- 6. Continuous Time Markov Chains, Part III.- 7. Simple Markov Queueing Models.- 8. Advanced Markov Queueing Models.- 9. Non-Markov Processes.- 10. Non-Markov Queueing Models.- 11. Diffusion and Jump-diffusion Processes.- 12. Stochastic Calculus.- 13. Stochastic Differential Equations.- 14. Applications to Finance - Option Pricing- 15. Applications to Finance - Credit Risk.- 16. Applications to Finance - Insurance Problems.- Appendix.
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stochastic modelling;stochastic of finance;stochastic calculus;stochastic processes;Markov processes;financial mathematics;credit risk analysis;insurance
Preface.- 1. Introduction to Stochastic Processes.- 2. Discrete Time Markov Chains - Part I.- 3. Discrete Time Markov Chains - Part II.- 4. Continuous Time Markov Chains, Part I.- 5. Continuous Time Markov Chains, Part II.- 6. Continuous Time Markov Chains, Part III.- 7. Simple Markov Queueing Models.- 8. Advanced Markov Queueing Models.- 9. Non-Markov Processes.- 10. Non-Markov Queueing Models.- 11. Diffusion and Jump-diffusion Processes.- 12. Stochastic Calculus.- 13. Stochastic Differential Equations.- 14. Applications to Finance - Option Pricing- 15. Applications to Finance - Credit Risk.- 16. Applications to Finance - Insurance Problems.- Appendix.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
