Join Amazon Prime and get unlimited Free One-Day Delivery. Already a member? Sign in.

 

or
Sign in to turn on 1-Click ordering.
 
   
More Buying Choices
26 used & new from £12.88

Have one to sell? Sell yours here
 
   
Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics): A Course Through Exercises (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series)
 
 

Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics): A Course Through Exercises (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series) (Paperback)

by Zdzislaw Brzezniak (Author), Tomasz Zastawniak (Author) "Let be a non-empty set ..." (more)
4.7 out of 5 stars See all reviews (3 customer reviews)
RRP: £19.95
Price: £18.95 & this item Delivered FREE in the UK with Super Saver Delivery. See details and conditions
You Save: £1.00 (5%)
o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o o
In stock.
Dispatched from and sold by Amazon.co.uk. Gift-wrap available.

Only 3 left in stock--order soon (more on the way).

Want guaranteed delivery by Tuesday, July 21? Choose Express delivery at checkout. See Details
18 new from £12.88 8 used from £13.08

Frequently Bought Together

Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics): A Course Through Exercises (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series) + Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics): An Introduction to Financial Engineering ... (Springer Undergraduate Mathematics Series) + Measure, Integral and Probability (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series)
Price For All Three: £55.90

Show availability and shipping details


Customers Who Bought This Item Also Bought

Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics): An Introduction to Financial Engineering ... (Springer Undergraduate Mathematics Series)

Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics): An Introduction to Financial Engineering ... (Springer Undergraduate Mathematics Series)

by Marek Capinski
£18.95
Measure, Integral and Probability (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series)

Measure, Integral and Probability (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series)

by Marek Capinski
4.6 out of 5 stars (5)  £18.00
Stochastic Differential Equations: An Introduction with Applications (Universitext)

Stochastic Differential Equations: An Introduction with Applications (Universitext)

by Bernt Oksendal
4.3 out of 5 stars (3)  £26.59
Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability)

Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability)

by Thomas Mikosch
5.0 out of 5 stars (1)  £24.00
Probability and Random Processes

Probability and Random Processes

by Geoffrey Grimmett
4.0 out of 5 stars (4)  £35.15
Explore similar items

Product details

  • Paperback: 200 pages
  • Publisher: Springer; 1st ed. 1999. Corr. 3rd printing edition (1 Oct 1998)
  • Language German
  • ISBN-10: 3540761756
  • ISBN-13: 978-3540761754
  • Product Dimensions: 22.9 x 16 x 1.8 cm
  • Average Customer Review: 4.7 out of 5 stars See all reviews (3 customer reviews)
  • Amazon.co.uk Sales Rank: 136,762 in Books (See Bestsellers in Books)

    Popular in these categories:

    #6 in  Books > Scientific, Technical & Medical > Mathematics > Applied Mathematics > Stochastics
    #6 in  Books > Science & Nature > Mathematics > Applied Mathematics > Stochastics
    #24 in  Books > Science & Nature > Astronomy & Cosmology > Education
  • See Complete Table of Contents

Product Description

Review
This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet maintain a physical insight of what is going on. The authors have concentrated on the most important and useful topics that are encountered in common physical and financial systems --www.quantnotes.com

Product Description
This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Itô Stochastic Processes.

Inside This Book (Learn More)
First Sentence
Let be a non-empty set. Read the first page
Explore More
Concordance
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

Suggested Tags from Similar Products

 (What's this?)
Be the first one to add a relevant tag (keyword that's strongly related to this product)
Check a corresponding box or enter your own tags in the field below
stochastic processes
stochastic
springer
mathematics
finance

Your tags: Add your first tag
 

What Do Customers Ultimately Buy After Viewing This Item?


 

Customer Reviews

3 Reviews
5 star:
 (2)
4 star:
 (1)
3 star:    (0)
2 star:    (0)
1 star:    (0)
 
 
 
 
 
Average Customer Review
4.7 out of 5 stars (3 customer reviews)
 
 
 
 
Share your thoughts with other customers:
Most Helpful Customer Reviews

 
7 of 7 people found the following review helpful:
5.0 out of 5 stars Solid Introduction to applied probability and stochastics, 9 Feb 2003
By S. Galiani "stefano_g" (New York, USA) - See all my reviews
(REAL NAME)   
I have extensively used this book for a course on stochastic analysis...The exercises and examples really helped to fully understand the theory. I suggest to read it in conjunction with D. Williams book or Jacod-Protter. The book assumes, anyway, some prerequistes on applied probability, even if the first two chapters are devoted to fix some of these concepts in view of the later chapters.
Comment Comment | Permalink | Was this review helpful to you? Yes No (Report this)



 
2 of 2 people found the following review helpful:
5.0 out of 5 stars Superb support if you know some measure theory, 28 Nov 2005
By Gaurav Saroliya - See all my reviews
(REAL NAME)   
This book is a boon for the non-mathematician financial quant, providing the reader knows some concepts of measure-theoretic probability. The idea of conditional expectation, which is the backbone of the theory of stochastic processes, is developed in considerable detail, which provides an excellent preparation for the study of martingales, Markov chains and Brownian motion in the subsequent chapters. There are numerous exercises scattered all over the chapters with full solutions at chapter ends. Although it does not provide the level of detail that one would get in a book like Oksendal, it certainly reduces the cost of entry into the difficult world of stochastic analysis for the non-mathematician. The only prerequisite is some knowledge of measure-theoretic ideas like Borel sets and Lebesgue measure.
Comment Comment | Permalink | Was this review helpful to you? Yes No (Report this)



 
8 of 11 people found the following review helpful:
4.0 out of 5 stars Very good introduction to stochastics, 24 Jun 1999
By A Customer
The book fulfils it title - I think it's a very good introduction to this area. It grounds stochastic processes in probability, and is consequently self-contained. The examples and exercises (with worked solutions) really helped me understand the theory.
Comment Comment | Permalink | Was this review helpful to you? Yes No (Report this)


Share your thoughts with other customers: Create your own review
 
 
 
Only search this product's reviews



Customer Discussions

 Beta (What's this?)
This product's forum (0 discussions)
  Discussion Replies Latest Post
  No discussions yet

Ask questions, Share opinions, Gain insight
Start a new discussion
Topic:
First post:
Prompts for sign-in
  [Cancel]

   


Listmania!


Look for similar items by category


Feedback


Stochastic Calculus and...

Stochastic Calculus and...

The Wharton School course on which the book is based is designed for... Read more
£63.64

Find similar items

 

Beauty without the Beast

Olay Regenerist Daily 3 Point Treatment Cream
From au naturel to party glam, we have all the best names in cosmetics and skincare.

Discover Beauty at Amazon.co.uk

 

A Close Shave

Philips Nivea Coolskin HS8060 Moisturizing Rotary Shaving System
For all types of hair removal, stay smooth with Amazon.co.uk.

Discover Shaving & Hair Removal

 

Treat Someone

Amazon.co.uk Gift Certificates--available in any amount from £5 to £500 With an Amazon.co.uk Gift Certificate, you can get them what they want (even if you don't know what that is).

Learn more about Gift Certificates

 
Ad

Where's My Stuff?

Delivery and Returns

Need Help?

Your Recent History

  (What's this?)
You have no recently viewed items or searches.

After viewing product detail pages or search results, look here to find an easy way to navigate back to pages you are interested in.

Look to the right column to find helpful suggestions for your shopping session.

Continue Shopping: Top Sellers

amazon.co.uk Amazon Home
International Sites:  United States  |  Germany  |  France  |  Japan  |  Canada  |  China
Business Programs: Sell on Amazon  |  Fulfilment by Amazon  |  Join Associates  |  Join Advantage
Customer Service  |  Help  |  View Basket  |  Your Account
About Amazon.co.uk  |  Careers at Amazon
Conditions of Use & Sale |  Privacy Notice  © 1996-2009, Amazon.com, Inc. and its affiliates