- Paperback: 203 pages
- Publisher: Waveland Pr Inc; Reprint edition (December 1, 1986)
- Language: English
- ISBN-10: 0881332674
- ISBN-13: 978-0881332674
- Product Dimensions: 0.5 x 6 x 9 inches
- Shipping Weight: 9.6 ounces (View shipping rates and policies)
- Average Customer Review: 16 customer reviews
- Amazon Best Sellers Rank: #1,033,027 in Books (See Top 100 in Books)
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Introduction to Stochastic Processes Reprint Edition
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"This text maintains the highest possible mathematical standards for a book at this level. I would not teach a course in stochastic processes without it." --John Angus, Claremont Graduate University
"This book is well structured with topics that can be covered in one semester. I particularly like the topics chosen because they are not only of importance in theory, but also applicable to many areas such as economics, finance, engineering, and so on. The presentation is clear and reader friendly." --Yimin Xiao, Michigan State University
"A classic book that looks better and better as time goes by." --N. D. Singpurwalla, George Washington University
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Top customer reviews
Very little in the way of applied problems, however. Mostly mathematical derivations. On the upside, though, the answers are in the back of the book. So you at least know where you are supposed to get to.
I also recommend Shreve's Stochastic Calculus for Finance I and II.Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (v. 1)
Most recent customer reviews
It has a nice level, really didactic.