國立虎尾科技大學 |

Point processes and jump diffusions : = an introduction with finance applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Point processes and jump diffusions :/ Tomas Björk.
其他題名:	an introduction with finance applications /
作者:	Björk, Tomas,
面頁冊數:	1 online resource (x, 309 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 28 May 2021).
標題:	Point processes. -
電子資源:	https://doi.org/10.1017/9781009002127
ISBN:	9781009002127 (ebook)

Point processes and jump diffusions : = an introduction with finance applications /
Björk, Tomas,

Point processes and jump diffusions :an introduction with finance applications /Tomas Björk. - 1 online resource (x, 309 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 28 May 2021).

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.

ISBN: 9781009002127 (ebook)Subjects--Topical Terms:

678133
Point processes.

LC Class. No.: QA274.42 / .B46 2021

Dewey Class. No.: 519.23

Point processes and jump diffusions : = an introduction with finance applications /
LDR:01908nam a2200277 i 4500 001 1122454
003 UkCbUP
005 20210604093732.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 240926s2021||||enk o ||1 0|eng|d
020 $a 9781009002127 (ebook)
020 $z 9781316518670 (hardback)
035 $a CR9781009002127
040 $a UkCbUP $b eng $e rda $c UkCbUP
050 4 $a QA274.42 $b .B46 2021
082 0 4 $a 519.23 $2 23
100 1 $a Björk, Tomas, $e author. $3 1438655
245 1 0 $a Point processes and jump diffusions : $b an introduction with finance applications / $c Tomas Björk.
264 1 $a Cambridge : $b Cambridge University Press, $c 2021.
300 $a 1 online resource (x, 309 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
500 $a Title from publisher's bibliographic system (viewed on 28 May 2021).
520 $a 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.
650 0 $a Point processes. $3 678133
650 0 $a Diffusion processes. $3 527826
776 0 8 $i Print version: $z 9781316518670
856 4 0 $u https://doi.org/10.1017/9781009002127