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Change Of Time And Change Of Measure eBook

by Barndorff-Nielsen Ole E Barndorff-Nielsen e Shiryaev Albert N Shiryaev
language: english
Publisher: WORLD SCIENTIFIC PUBLISHING COMPANY, November of 2010 ‧
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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.

Change Of Time And Change Of Measure

by Barndorff-Nielsen Ole E Barndorff-Nielsen e Shiryaev Albert N Shiryaev

Property Description
ISBN: 9789813108004
Publisher: WORLD SCIENTIFIC PUBLISHING COMPANY
Release Date: November of 2010
Language: English
Pages: 324
Format: eBook
File Format and Compatibility: PDF para ADE
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9789813108004