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Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability
Barndorff-nielsen, Ole E (Aarhus Univ, Denmark)
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Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability
Barndorff-nielsen, Ole E (Aarhus Univ, Denmark)
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.
320 pages, illustrations
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 9. November 2010 |
| ISBN13 | 9789814324472 |
| Verlag | World Scientific Publishing Co Pte Ltd |
| Seitenanzahl | 324 |
| Maße | 150 × 234 × 23 mm · 592 g |
| Redakteur | Barndorff-nielsen, Ole E. |
| Redakteur | Shiryaev, Albert N. |