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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Point processes and jump diffusions/ Tomas Björk.
Reminder of title:	an introduction with finance applications /
Author:	Björk, Tomas.
Published:	Cambridge :Cambridge University Press, : 2021.,
Description:	x, 309 p. :ill., digital ; : 26 cm.;
Notes:	Title from publisher's bibliographic system (viewed on 28 May 2021).
Subject:	Point processes. -
Online resource:	https://doi.org/10.1017/9781009002127
ISBN:	9781009002127

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

Point processes and jump diffusionsan introduction with finance applications /[electronic resource] :Tomas Björk. - Cambridge :Cambridge University Press,2021. - x, 309 p. :ill., digital ;26 cm.

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: 9781009002127Subjects--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 /
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245 1 0 $a Point processes and jump diffusions $h [electronic resource] : $b an introduction with finance applications / $c Tomas Björk.
260 $a Cambridge : $b Cambridge University Press, $c 2021.
300 $a x, 309 p. : $b ill., digital ; $c 26 cm.
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
856 4 0 $u https://doi.org/10.1017/9781009002127