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An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine / by Vincenzo Capasso, David Bakstein
(Modeling and Simulation in Science, Engineering and Technology. ISSN:21643725)
版 | 1st ed. 2005. |
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出版者 | Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser |
出版年 | 2005 |
本文言語 | 英語 |
大きさ | XIV, 344 p. 13 illus : online resource |
著者標目 | *Capasso, Vincenzo author Bakstein, David author SpringerLink (Online service) |
件 名 | LCSH:Mathematics LCSH:Probabilities LCSH:Mathematical models LCSH:Biomathematics LCSH:Social sciences -- Mathematics 全ての件名で検索 LCSH:Engineering mathematics LCSH:Engineering -- Data processing 全ての件名で検索 FREE:Applications of Mathematics FREE:Probability Theory FREE:Mathematical Modeling and Industrial Mathematics FREE:Mathematical and Computational Biology FREE:Mathematics in Business, Economics and Finance FREE:Mathematical and Computational Engineering Applications |
一般注記 | The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided HTTP:URL=https://doi.org/10.1007/b138900 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9780817644284 |
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EB00231106 |
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※2017年9月4日以降