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Introduction to stochastic processes = queues, finance, and credit risk /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Introduction to stochastic processes/ by Dharmaraja Selvamuthu.
Reminder of title:	queues, finance, and credit risk /
Author:	Selvamuthu, Dharmaraja.
Published:	Singapore :Springer Nature Singapore : : 2025.,
Description:	xxiv, 571 p. :ill., digital ;24 cm.
[NT 15003449]:	Preface -- 1. Introduction to Stochastic Processes -- 2. Discrete Time Markov Chains - Part I -- 3. Discrete Time Markov Chains - Part II -- 4. Continuous Time Markov Chains, Part I -- 5. Continuous Time Markov Chains, Part II -- 6. Continuous Time Markov Chains, Part III -- 7. Simple Markov Queueing Models -- 8. Advanced Markov Queueing Models -- 9. Non-Markov Processes -- 10. Non-Markov Queueing Models -- 11. Diffusion and Jump-diffusion Processes -- 12. Stochastic Calculus -- 13. Stochastic Differential Equations -- 14. Applications to Finance - Option Pricing- 15. Applications to Finance - Credit Risk -- 16. Applications to Finance - Insurance Problems -- Appendix.
Contained By:	Springer Nature eBook
Subject:	Stochastic processes. -
Online resource:	https://doi.org/10.1007/978-981-97-6152-4
ISBN:	9789819761524

Introduction to stochastic processes = queues, finance, and credit risk /
Selvamuthu, Dharmaraja.

Introduction to stochastic processesqueues, finance, and credit risk /[electronic resource] :by Dharmaraja Selvamuthu. - Singapore :Springer Nature Singapore :2025. - xxiv, 571 p. :ill., digital ;24 cm. - University texts in the mathematical sciences,2731-9326. - University texts in the mathematical sciences..

Preface -- 1. Introduction to Stochastic Processes -- 2. Discrete Time Markov Chains - Part I -- 3. Discrete Time Markov Chains - Part II -- 4. Continuous Time Markov Chains, Part I -- 5. Continuous Time Markov Chains, Part II -- 6. Continuous Time Markov Chains, Part III -- 7. Simple Markov Queueing Models -- 8. Advanced Markov Queueing Models -- 9. Non-Markov Processes -- 10. Non-Markov Queueing Models -- 11. Diffusion and Jump-diffusion Processes -- 12. Stochastic Calculus -- 13. Stochastic Differential Equations -- 14. Applications to Finance - Option Pricing- 15. Applications to Finance - Credit Risk -- 16. Applications to Finance - Insurance Problems -- Appendix.

This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial challenges during their studies. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus. With a special focus on finance, the book dedicates three chapters to explore the applications of stochastic processes in options, credit risk and insurance. Organized into sixteen chapters and one appendix, the book takes the readers to a well-organized learning. To fully grasp the intricacies of stochastic processes, students are expected to have a solid grounding in real analysis, linear algebra, and differential equations. Practical examples are emphasized throughout the book, carefully selected from various fields. The exercises at the end of each chapter are designed with the same objective in mind. Stochastic processes play a significant role in various scientific disciplines and real-life applications.

ISBN: 9789819761524

Standard No.: 10.1007/978-981-97-6152-4doiSubjects--Topical Terms:

520663
Stochastic processes.

LC Class. No.: QA274

Dewey Class. No.: 519.23

Introduction to stochastic processes = queues, finance, and credit risk /
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520 $a This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial challenges during their studies. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus. With a special focus on finance, the book dedicates three chapters to explore the applications of stochastic processes in options, credit risk and insurance. Organized into sixteen chapters and one appendix, the book takes the readers to a well-organized learning. To fully grasp the intricacies of stochastic processes, students are expected to have a solid grounding in real analysis, linear algebra, and differential equations. Practical examples are emphasized throughout the book, carefully selected from various fields. The exercises at the end of each chapter are designed with the same objective in mind. Stochastic processes play a significant role in various scientific disciplines and real-life applications.
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