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Arbitrage Theory in Continuous Time

av Tomas Bjoerk

Probability and Random Processes

av Geoffrey Grimmett
Arbitrage Theory in Continuous Time

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles w...

Probability and Random Processes

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduate...

Probability and Random Processes

av Geoffrey Grimmett

Positive Harmonic Functions and Diffusion

av Ross G. Pinsky
Probability and Random Processes

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduate...

Positive Harmonic Functions and Diffusion

In this book, Professor Pinsky gives a self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic and analytic approa...


One Thousand Exercises in Probability Probability Game Theory Game Theory
One Thousand Exercises in Probability av Professor Geoffrey GrimmettProbability av Geoffrey GrimmettGame Theory av Michael MaschlerGame Theory av Michael Maschler

Signal Theory Finite Markov Chains and Algorithmic Applications The Probability Companion for Engineering and Computer Science Probability on Graphs
Signal Theory av Mikael OlofssonFinite Markov Chains and Algorithmic Ap... av Olle HaggstroemThe Probability Companion for Engineeri... av Adam Prugel-BennettProbability on Graphs av Geoffrey Grimmett