Tomasz R. Bielecki (Illinois Institute of Technology), Jacek Jakubowski (Poland Uniwersytet Warszawski), Mariusz Nieweglowski

Gebundenes Buch

Structured Dependence between Stochastic Processes

Beschreibung

The theory of structured dependence has many real-life applications in areas such as finance, insurance, seismology, neuroscience, and genetics. The first book to be devoted to this research area, this is a useful tool for researchers and practitioners in the field, as well as graduate students.

Autor

Tomasz R. Bielecki is Professor of Applied Mathematics at the Illinois Institute of Technology, Chicago. He co-authored Credit Risk: Modelling, Valuation and Hedging (2002), Credit Risk Modelling (2010) and Counterparty Risk and Funding (2014), and he currently serves as an associate editor of several journals, including Stochastics: An International Journal of Probability and Stochastic Processes.

Produktdetails

• Encyclopedia of Mathematics and its Applications
• Verlag: Cambridge University Press
• Seitenzahl: 278
• Erscheinungstermin: 27. August 2020
• Englisch
• Abmessung: 234mm x 156mm x 19mm
• Gewicht: 600g
• ISBN-13: 9781107154254
• ISBN-10: 1107154251
• Artikelnr.: 58503449