Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability - Barndorff-nielsen, Ole E (Aarhus Univ, Denmark) - Books - World Scientific Publishing Co Pte Ltd - 9789814324472 - November 9, 2010
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Barndorff-nielsen, Ole E (Aarhus Univ, Denmark)
Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability

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Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.

320 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 9, 2010
ISBN13 9789814324472
Publishers World Scientific Publishing Co Pte Ltd
Pages 322
Dimensions 150 × 234 × 23 mm   ·   592 g
Editor Barndorff-nielsen, Ole E.
Editor Shiryaev, Albert N.

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