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

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial c...

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Bibliographische Detailangaben
1. Verfasser: Selvamuthu, Dharmaraja (VerfasserIn)
Körperschaft: SpringerLink (Online service)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Singapore : Springer Nature Singapore : Imprint: Springer, 2025.
Ausgabe:1st ed. 2025.
Schriftenreihe:University Texts in the Mathematical Sciences,
Schlagworte:
Stochastic processes.
Markov processes.
Queuing theory.
Probabilities.
Stochastic Processes.
Markov Process.
Queueing Theory.
Probability Theory.
Online-Zugang:https://doi.org/10.1007/978-981-97-6152-4
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Inhaltsangabe:
  • Preface
  • 1. Introduction to Stochastic Processes
  • 2. Discrete Time Markov Chains - Part I
  • 3. Discrete Time Markov Chains - Part II
  • 4. Continuous Time Markov Chains, Part I
  • 5. Continuous Time Markov Chains, Part II
  • 6. Continuous Time Markov Chains, Part III
  • 7. Simple Markov Queueing Models
  • 8. Advanced Markov Queueing Models
  • 9. Non-Markov Processes
  • 10. Non-Markov Queueing Models
  • 11. Diffusion and Jump-diffusion Processes
  • 12. Stochastic Calculus
  • 13. Stochastic Differential Equations
  • 14. Applications to Finance - Option Pricing- 15. Applications to Finance - Credit Risk
  • 16. Applications to Finance - Insurance Problems
  • Appendix.

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