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Probability and Stochastic Processes Unknown -

by Ionut Florescu


Details

  • Title Probability and Stochastic Processes
  • Author Ionut Florescu
  • Binding unknown
  • ISBN 9781118593202

About the author

Ionut Florescu, PhD, is Research Associate Professor of Financial Engineering and Director of the Hanlon Financial Systems Lab at Stevens Institute of Technology. His areas of research interest include stochastic volatility, stochastic partial differential equations, Monte Carlo methods, and numerical methods for stochastic processes. He is also the coauthor of Handbook of Probability and coeditor of Handbook of Modeling High-Frequency Data in Finance, both published by Wiley.