eBook - PDF

Point Processes and Jump Diffusions

Name: Point Processes and Jump Diffusions
ISBN: 9781009008440

An Introduction with Finance Applications

Tomas Björk,

English
PDF
Available on iOS & Android

eBook - PDF

Point Processes and Jump Diffusions

An Introduction with Finance Applications

Tomas Björk,

About this book

The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put new ideas into practice. Graduate students in mathematics, finance and economics will gain a good working knowledge of point-process theory, allowing them to progress to independent research.

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Yes, you can access Point Processes and Jump Diffusions by Tomas Björk in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.