Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  10:00-20:00 пн-пт 11-18 сб
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Специальные предложения | Бестселлеры
 

Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance, Chung K. L., AitSahlia Farid



Варианты приобретения
Цена: 7836р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 11 шт.  Склад Америка: 100 шт.  
При оформлении заказа до: 11 дек 2020
Ориентировочная дата поставки: середина-конец Января

Добавить в корзину
в Мои желания

Автор: Chung K. L., AitSahlia Farid
Название:  Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance   (К. Чанг: Основы теории вероятности)
Издательство: Springer
Классификация:
Вероятность и статистика
Прикладная математика

ISBN: 038795578X
ISBN-13(EAN): 9780387955780
ISBN: 0-387-95578-X
ISBN-13(EAN): 978-0-387-95578-0
Обложка/Формат: Hardback
Страницы: 415
Вес: 0.778 кг.
Дата издания: 01.02.2007
Серия: Undergraduate Texts in Mathematics
Язык: English
Издание: 4th ed. 2003. corr.
Иллюстрации: 57 black & white illustrations, 57 colour illustra
Размер: 236 x 163 x 34
Читательская аудитория: General (us: trade)
Подзаголовок: With stochastic processes and an introduction to mathematical finance
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: Provides an introduction to probability theory and its applications.
Дополнительное описание: Формат: 235x155
Илюстрации: 57
Круг читателей: Undergraduates
Ключевые слова: Probability
Stochastischer Prozess
Wahrscheinlichkeitsrechnung
Язык: eng
Издание: 4th ed.
Оглавление: Set * Probability * Counting * Random Variables * Conditioning and Independence * Mean, Variance and Transforms * Poisson and Normal Distributions * From Random Walks to Markov Chains * Mean-Variance Pricing Model * Option Pricing Theory





      Старое издание

Stochastic Processes

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
Рейтинг:
Цена: 4831 р. 6901.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

Introduction to Probability Theory and Stochastic Processes

Автор: Chiasson John
Название: Introduction to Probability Theory and Stochastic Processes
ISBN: 111838279X ISBN-13(EAN): 9781118382790
Издательство: Wiley
Рейтинг:
Цена: 12128 р.
Наличие на складе: Поставка под заказ.

Описание: This comprehensive textbook provides an introduction to statistical methods for graduate engineers offering thorough coverage of important probability-related topics to aid in product and system design, reliability engineering, quality control, and more.

WIE Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition

Автор: Roy D. Yates
Название: WIE Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition
ISBN: 0471452599 ISBN-13(EAN): 9780471452591
Издательство: Wiley
Цена: 4037 р.
Наличие на складе: Поставка под заказ.

Описание: This user--friendly resource helps readers grasp the concepts of probability and stochastic processes, so they can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems.

An Elementary Introduction to Mathematical Finance

Автор: Ross
Название: An Elementary Introduction to Mathematical Finance
ISBN: 0521192536 ISBN-13(EAN): 9780521192538
Издательство: Cambridge Academ
Рейтинг:
Цена: 6107 р.
Наличие на складе: Есть

Описание: This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

An Elementary Introduction to Mathematical Finance

Автор: Ross
Название: An Elementary Introduction to Mathematical Finance
ISBN: 0521814294 ISBN-13(EAN): 9780521814294
Издательство: Cambridge Academ
Рейтинг:
Цена: 4141 р.
Наличие на складе: Невозможна поставка.

Описание: This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.

Introduction to Probability with Mathematica, Second Edition

Автор: Hastings
Название: Introduction to Probability with Mathematica, Second Edition
ISBN: 1420079387 ISBN-13(EAN): 9781420079388
Издательство: Taylor&Francis
Рейтинг:
Цена: 9585 р.
Наличие на складе: Невозможна поставка.

Описание: Updated to conform to Mathematica® 7.0, this second edition shows how to easily create simulations from templates and solve problems using Mathematica. Along with new sections on order statistics, transformations of multivariate normal random variables, and Brownian motion, this edition offers an expanded section on Markov chains, more example data of the normal distribution, and more attention on conditional expectation. It also includes additional problems from Actuarial Exam P as well as new examples, exercises, and data sets. The accompanying CD-ROM contains updated Mathematica notebooks and a revised solutions manual is available for qualifying instructors.

Stochastic processes and applications to mathematical finance - proceedings of the ritsumeikan international symposium

Название: Stochastic processes and applications to mathematical finance - proceedings of the ritsumeikan international symposium
ISBN: 9812387781 ISBN-13(EAN): 9789812387783
Издательство: World Scientific Publishing
Рейтинг:
Цена: 15415 р.
Наличие на складе: Поставка под заказ.

Описание: This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.

Stochastic processes and applications to mathematical finance - proceedings of the 5th ritsumeikan international symposium

Название: Stochastic processes and applications to mathematical finance - proceedings of the 5th ritsumeikan international symposium
ISBN: 9812565191 ISBN-13(EAN): 9789812565198
Издательство: World Scientific Publishing
Рейтинг:
Цена: 17141 р.
Наличие на складе: Поставка под заказ.

Stochastic processes and applications to mathematical finance - proceedings of the 6th ritsumeikan international conference

Название: Stochastic processes and applications to mathematical finance - proceedings of the 6th ritsumeikan international conference
ISBN: 9812704132 ISBN-13(EAN): 9789812704139
Издательство: World Scientific Publishing
Рейтинг:
Цена: 17141 р.
Наличие на складе: Поставка под заказ.

Описание: This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

An Introduction to the Theory of Point Processes / Volume I: Elementary Theory and Methods

Автор: Daley D.J., Vere-Jones D.
Название: An Introduction to the Theory of Point Processes / Volume I: Elementary Theory and Methods
ISBN: 0387955410 ISBN-13(EAN): 9780387955414
Издательство: Springer
Рейтинг:
Цена: 15674 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few. The authors have made a major reshaping of their classic work published in 1988. It will be a standard reference for researchs and graduate students in pure and applied probability.

Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus
ISBN: 1119965837 ISBN-13(EAN): 9781119965831
Издательство: Wiley
Рейтинг:
Цена: 4619 р.
Наличие на складе: Поставка под заказ.

Описание: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four–volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. This book takes a dual approach using stochastic calculus to develop partial differentiation equations for pricing options and also constructs probability measures via martingale theory so that option prices can be expressed as expectations. Each chapter begins with an introduction to the fundamentals and the essential definitions and explanations needed to solve the subsequent problems. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.

Introduction to Stochastic Processes with Applications to Bi

Автор: Allen Linda
Название: Introduction to Stochastic Processes with Applications to Bi
ISBN: 1439818827 ISBN-13(EAN): 9781439818824
Издательство: Taylor&Francis
Рейтинг:
Цена: 6582 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Delineates stochastic processes, emphasizing applications in biology. This book is organized according to the three types of stochastic processes: discrete time Markov chains, continuous time Markov chains and continuous time and state Markov processes. It contains a chapter on the biological applications of stochastic differential equations.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия