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Dharmaraja Selvamuthu

Introduction to Stochastic Processes: Queues, Finance, and Credit Risk

Introduction to Stochastic Processes: Queues, Finance, and Credit Risk

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  • More about Introduction to Stochastic Processes: Queues, Finance, and Credit Risk

Format: Hardback
Length: 571 pages
Publication date: 04 July 2025
Publisher: Springer Verlag, Singapore

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus.


Dimension: 235 x 155 (mm)
ISBN-13: 9789819761517
Edition number: 2024 ed.

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