Introduction to Stochastic Processes Using R
Springer
ISBN 9789819956036
Standardpreis
Bibliografische Daten
Fachbuch
Buch. Softcover
2024
1 s/w-Abbildung, 32 Farbabbildungen.
In englischer Sprache
Umfang: xx, 651 S.
Format (B x L): 15,5 x 23,5 cm
Verlag: Springer
ISBN: 9789819956036
Produktbeschreibung
The book also presents important basic concepts on Brownian motion process, a stochastic process of historic importance. It covers its few extensions and variations, such as Brownian bridge, geometric Brownian motion process, which have applications in finance, stock markets, inventory etc. The book is designed primarily to serve as a textbook for a one semester introductory course in stochastic processes, in a post-graduate program, such as Statistics, Mathematics, Data Science and Finance. It can also be used for relevant courses in other disciplines. Additionally, it provides sufficient background material for studying inference in stochastic processes. The book thus fulfils the need of a concise but clear and student-friendly introduction to various types of stochastic processes.
Autorinnen und Autoren
Kundeninformationen
Augments the theory with R software for various computations associated with stochastic processes Contains various kinds of conceptual, computational, and MCQ exercises at chapter end with solutions Provides numerous illustrative examples of different difficulty levels throughout each chapter to clarify the concepts
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