Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory /

• Main Authors: Gusak, Dmytro (Author), Kukush, Alexander (Author), Kulik, Alexey (Author), Mishura, Yuliya (Author), Pilipenko, Andrey (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Series: Problem Books in Mathematics,
• Subjects: Mathematics.; Business mathematics.; Actuarial science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Actuarial Sciences.; Business Mathematics.; Statistics for Business/Economics/Mathematical Finance/Insurance.

This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory. The aim of this book is to provide the reader with the theoretical and practical material...