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Weak Convergence of Financial Markets - Springer Finance Jean-Luc Prigent Softcover reprint of hardcover 1st ed. 2003 edition
Weak Convergence of Financial Markets - Springer Finance
Jean-Luc Prigent
A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals.
438 pages, 1 black & white tables, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 21, 2010 |
| ISBN13 | 9783642076114 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 424 |
| Dimensions | 155 × 235 × 22 mm · 612 g |
| Language | English |