Change Of Time And Change Of Measure
Book Details
Format
Hardback or Cased Book
ISBN-10
9814324477
ISBN-13
9789814324472
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 9th, 2010
Print length
324 Pages
Weight
592 grams
Dimensions
23.40 x 15.00 x 2.30 cms
Product Classification:
EconometricsStochastics
Ksh 11,000.00
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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.
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