Amvik eBook Solutions

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in

This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concep

This very well written and accessible book emphasizes the reasons for studying measure theory, which is the foundation of much of probability. By focusing on me