Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387249680 ISBN-13(EAN): 9780387249681 Издательство: Springer Рейтинг: Цена: 5433 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful.Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
Автор: Smirnov Название: Feynman Integral Calculus ISBN: 3540306102 ISBN-13(EAN): 9783540306108 Издательство: Springer Рейтинг: Цена: 8788 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The problem of evaluating Feynman integrals over loop momenta has existed from the early days of perturbative quantum field theory. The goal of the book is to summarize those methods for evaluating Feynman integrals that have been developed over a span of more than fifty years. `Feynman Integral Calculus' characterizes the most powerful methods, in particular those used for recent, quite sophisticated calculations, and then illustrates them with numerous examples, starting from very simple ones and progressing to nontrivial examples This book characterizes methods of evaluation of Feynman integrals in a systematic way. It concentrates on the methods that have been employed recently for most sophisticated calculations. Feynman Integral Calculus explains how the problem of evaluation has become ever more important since what could be easily evaluated has already been evaluated years ago. It demonstrates and explains how to perform the newest important calculations, while showing how to choose adequate methods and combine evaluation methods in a non-trivial way. The most powerful methods of calculation of Feynman integrals are characterized and then illustrated through numerous examples, starting from very simple ones and culminating in rather nontrivial examples.This is a textbook version of the previous book (Evaluating Feynman integrals, STMP 211) of the author. Problems and solutions have been included, Appendix G has been added, more details have been presented, recent publications on evaluating Feynman integrals have been taken into account and the bibliography has been updated.
Автор: Hirst Название: Calculus of One Variable ISBN: 1852339403 ISBN-13(EAN): 9781852339401 Издательство: Springer Рейтинг: Цена: 3652 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Provides an introduction to the methods of differential and integral calculus of one real variable. This work presents ideas in the context of mathematical experience. It emphasises on helping readers to understand the ideas and developing their manipulative skills, so topics are explained using worked examples and exercises.
Автор: Ghorpade Название: A Course in Calculus and Real Analysis ISBN: 0387305300 ISBN-13(EAN): 9780387305301 Издательство: Springer Рейтинг: Цена: 8359 р. Наличие на складе: Поставка под заказ.
Описание: This book provides a self-contained and rigorous introduction to calculus of functions of one variable. The presentation and sequencing of topics emphasizes the structural development of calculus. At the same time, due importance is given to computational techniques and applications. The authors have strived to make a distinction between the intrinsic definition of a geometric notion and its analytic characterization. Throughout the book, the authors highlight the fact that calculus provides a firm foundation to several concepts and results that are generally encountered in high school and accepted on faith. For example, one can find here a proof of the classical result that the ratio of the circumference of a circle to its diameter is the same for all circles. Also, this book helps students get a clear understanding of the concept of an angle and the definitions of the logarithmic, exponential and trigonometric functions together with a proof of the fact that these are not algebraic functions. A number of topics that may have been inadequately covered in calculus courses and glossed over in real analysis courses are treated here in considerable detail. As such, this book provides a unified exposition of calculus and real analysis.The only prerequisites for reading this book are topics that are normally covered in high school; however, the reader is expected to possess some mathematical maturity and an ability to understand and appreciate proofs. This book can be used as a textbook for a serious undergraduate course in calculus, while parts of the book can be used for advanced undergraduate and graduate courses in real analysis. Each chapter contains several examples and a large selection of exercises, as well as "Notes and Comments" describing salient features of the exposition, related developments and references to relevant literature.
Описание: This lively, informal applied calculus text - ideal for students in business, economics, life sciences, social sciences, and liberal arts - speaks directly to the student. In a clear, conversational style, the authors focus on key themes without bogging students down in peripheral detail. Well-chosen real-life examples keep student interest high and motivate students to apply the mathematics they are learning. The text is carefully structured while remaining interesting, clear, and relevant. This text is available in two versions: a brief version suitable for a one-semester course and a full version for a two-semester course.
Автор: Nourdin Название: Normal Approximations with Malliavin Calculus ISBN: 1107017777 ISBN-13(EAN): 9781107017771 Издательство: Cambridge Academ Рейтинг: Цена: 7476 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer–Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wish to understand the connections between Stein's method and Malliavin calculus.
Автор: Banner, Adrian Название: Calculus lifesaver ISBN: 0691130884 ISBN-13(EAN): 9780691130880 Издательство: Wiley Рейтинг: Цена: 2310 р. Наличие на складе: Поставка под заказ.
Описание: Presents students with the essential tools to learn calculus. This work elaborates standard course material with scores of detailed examples that treat the reader to an "inner monologue" - the train of thought students should be following in order to solve the problem - providing the necessary reasoning as well as the solution.
Автор: Ayres Frank Jr., Mendelson Elliott, Ayres Название: Schaum`s Outline of Calculus, 6th Edition ISBN: 0071795537 ISBN-13(EAN): 9780071795531 Издательство: McGraw-Hill Рейтинг: Цена: 2078 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Gives you: 1,105 solved problems; concise explanations of all calculus concepts; expert tips on using the graphing calculator.
Автор: Krantz, Steven G. Название: Calculus demystified ISBN: 0071393080 ISBN-13(EAN): 9780071393089 Издательство: McGraw-Hill Рейтинг: Цена: 1500 р. Наличие на складе: Поставка под заказ.
Описание: Presents an understanding of differential and integral calculus. This book contains reviews, assessments, and the actual application of ideas. It contains questions at the end of each chapter and section to reinforce learning and pinpoint weaknesses.
Автор: Applebaum, David Название: Levy processes and stochastic calculus ISBN: 0521738652 ISBN-13(EAN): 9780521738651 Издательство: Cambridge Academ Рейтинг: Цена: 8052 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: L?vy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of L?vy processes, then leading on to develop the stochastic calculus for L?vy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for L?vy processes to have finite moments; characterisation of L?vy processes with finite variation; Kunita's estimates for moments of L?vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L?vy processes; multiple Wiener-L?vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L?vy-driven SDEs.
Описание: * Anton incorporates new ideas that have withstood the objective scrutiny of many skilled and thoughtful instructors and their students. * The ninth edition continues to provide engineers with an accessible resource for learning calculus in an easy-to-read style and real-world examples.
Описание: This long-awaited book by two of the foremost researchers and writers in the field is the first part of a treatise that covers the subject in breadth and depth, paying special attention to the historical origins, partly in applications, e.g. from geometrical optics, of parts of the theory. A variety of aids to the reader is provided: besides the very detailed table of contents, an introduction to each chapter, section and subsection, an overview of the relevant literature (in Vol. 2) plus the references in the Scholia to each chapter, in the (historical) footnotes, and in the bibliography, and finally an index of the examples used throughout the book. Both individually and collectively these volumes have already become standard references.
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