000			01350cam a22002894a 4500
008			050707t2005 enka erb 001 0 eng
020			_a9780198568131
020			_a0198568134
040			_aDLC _cDLC
050	0	0	_aQA274 _b.S76 2005
082	0	0	_a519.2'3 _bSTI
100	1		_aStirzaker, David.
245	1	0	_aStochastic processes and models /
260			_aOxford ; _aNew York : _bOxford University Press, _cc2005.
300			_avi, 331 p. :ill,
500			_aIncludes index.
504			_aIncludes bibliographical references: p. 323.
520			_aThe book provides a concise and lucid introduction to simple stochastic processes and models. Including numerous exercises, problems and solutions, it covers the key concepts and tools, in particular: random walks, renewals, Markov chains, martingales, the Wiener process model for Brownian motion, and diffusion processes, concluding with a brief account of the stochastic integral and stochastic differential equations as they arise in option-pricing.
590			_arpm 24/05/2013
591			_aLoans
650		0	_aStochastic processes.
650		0	_aStochastic models.
856	4	1	_uhttp://www.loc.gov/catdir/toc/ecip0515/2005019570.html
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0638/2005019570-d.html
942			_2ddc _cBOOK
949			_a519.2'3 STI
999			_c964 _d964