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Stochastic Control and Mathematical Modeling Applications in Economics, Hiroaki Morimoto



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Цена: 18533р.
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Автор: Hiroaki Morimoto
Название:  Stochastic Control and Mathematical Modeling Applications in Economics
Перевод названия: Моримото: Стохастический контроль и математическое моделирование
ISBN: 9780521195034
Издательство: Cambridge Academ
Классификация:
ISBN-10: 0521195039
Обложка/Формат: Hardback
Страницы: 340
Вес: 0.614 кг.
Дата издания: 22.04.2010
Серия: Encyclopedia of Mathematics and its Applications, 131
Язык: English
Размер: 243 x 164 x 26
Читательская аудитория: stochastic processes, optimization, mathematical economics
Основная тема: Statistics and probability
Подзаголовок: Applications in Economics
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: This concise and elementary introduction to stochastic control and mathematical modelling is designed for researchers in stochastic control theory studying its application in mathematical economics, and for interested economics researchers. Also suitable for graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.



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
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Цена: 6653 р.
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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 when applying these techniques to practical issues in finance.

Stochastic Processes

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 7206 р. 10294.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Mathematical methods and models for economists

Автор: Fuente, Angel de la.
Название: Mathematical methods and models for economists
ISBN: 0521585295 ISBN-13(EAN): 9780521585293
Издательство: Cambridge Academ
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Цена: 7918 р.
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Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics.

Stochastic processes

Автор: Parzen, Emanuel
Название: Stochastic processes
ISBN: 0898714419 ISBN-13(EAN): 9780898714418
Издательство: Eurospan
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Цена: 11265 р.
Наличие на складе: Поставка под заказ.

Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.

Stochastic Calculus of Variations in Mathematical Finance

Автор: Malliavin
Название: Stochastic Calculus of Variations in Mathematical Finance
ISBN: 3540434313 ISBN-13(EAN): 9783540434313
Издательство: Springer
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Цена: 12577 р.
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Описание: Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.

Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance

Автор: Chung K. L., AitSahlia Farid
Название: Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance
ISBN: 038795578X ISBN-13(EAN): 9780387955780
Издательство: Springer
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Цена: 10480 р.
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Описание: Provides an introduction to probability theory and its applications.

Optimal Control and Optimization of Stochastic Supply Chain Systems

Автор: Song
Название: Optimal Control and Optimization of Stochastic Supply Chain Systems
ISBN: 1447147235 ISBN-13(EAN): 9781447147237
Издательство: Springer
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Цена: 20896 р.
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Описание: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.

Two-Scale Stochastic Systems / Asymptotic Analysis and Control

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 13974 р.
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Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.


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