Point Process Theory And Applications

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Point Process Theory and Applications

Author	: Martin Jacobsen
Publisher	: Springer Science & Business Media
Total Pages	: 325
Release	: 2006-07-27
ISBN-10	: 9780817644635
ISBN-13	: 0817644636
Rating	: 4/5 (636 Downloads)

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Book Synopsis Point Process Theory and Applications by : Martin Jacobsen

Download or read book Point Process Theory and Applications written by Martin Jacobsen and published by Springer Science & Business Media. This book was released on 2006-07-27 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematically rigorous exposition of the basic theory of marked point processes and piecewise deterministic stochastic processes Point processes are constructed from scratch with detailed proofs Includes applications with examples and exercises in survival analysis, branching processes, ruin probabilities, sports (soccer), finance and risk management, and queueing theory Accessible to a wider cross-disciplinary audience

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Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.