Diffusions, Markov Processes, and Martingales: Volume 1, Foundations, 2nd Edition
Condition: 100% BRAND NEW
Author: L. C. G. Rogers, David Williams
International Publisher: Cambridge University Press
International Pub. Date: May 1, 2000
International ISBN-13: 9780521775946
International ISBN-10: 0521775949
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|Reference from Amazon||Diffusions, Markov Processes, and Martingales: Volume 1, Foundations, 2nd Edition|
|Author||L. C. G. Rogers, David Williams|
|International Publisher||Cambridge University Press|
|International Pub. Date||May 1, 2000|
|Condition||100% BRAND NEW|
A Great BookReview by Daniel / (Posted on 1/15/2017)This is a great book. It is not difficult to read. The style is very informal and at times actually humourous. It does not follow the definition-lemma-proof way of doing things at the expense of leaving simple definitions out, but these can be easily found somewhere else. The book contains an enormous amount of information, and the authors are clearly men of great knowledge and depth. The book is very nicely produced (from a 1st edition) by Cambridge U Press. Very clearly printed, and at a low price for the volume. I highly recommend both volumes to anyone who works in stochastic processes, or mathematical finance (assuming one wants to learn things, rather than just talk about them).