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
 

Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus, Chin Eric, Olafsson Sverrir, Nel Dian



Варианты приобретения
Цена: 4619р.
Кол-во:
 о цене
Наличие: Отсутствует. Возможна поставка под заказ.

При оформлении заказа до: 12 фев 2021
Ориентировочная дата поставки: Начало марта
При условии наличия книги у поставщика.

Добавить в корзину
в Мои желания

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название:  Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus   (Эрик Чин: Проблемы и решения в финансовой математике. Стохастическое исчисление)
Издательство: Wiley
Классификация:
Финансы и бухгалтерский учет
Финансы
Прикладная математика

ISBN: 1119965837
ISBN-13(EAN): 9781119965831
ISBN: 1-119965-3-7
ISBN-13(EAN): 978-1-119965-3-1
Обложка/Формат: Hardback
Страницы: 400
Вес: 0.834 кг.
Дата издания: 10.10.2014
Серия: Economics/Business/Finance
Язык: English
Издание: Volume 1
Размер: 177 x 245 x 27
Читательская аудитория: Professional & vocational
Ключевые слова: Finance & accounting,Finance
Подзаголовок: Stochastic calculus
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
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.
Дополнительное описание: 1. General Probability and Statistical Theory 1.1 Introduction 1.2 Problems and Solutions 1.2.1 Probability Spaces 1.2.2 Discrete and Continuous Random Variables 1.2.3 Properties of Expectations 2. General Statistical Theory 2.1 Introduction 2.




Brownian Motion and Stochastic Calculus

Автор: Karatzas
Название: Brownian Motion and Stochastic Calculus
ISBN: 0387976558 ISBN-13(EAN): 9780387976556
Издательство: Springer
Рейтинг:
Цена: 5220 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.

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
Рейтинг:
Цена: 7836 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Provides an introduction to probability theory and its applications.

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
Рейтинг:
Цена: 9404 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

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.

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.

Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)

Название: Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)
ISBN: 9812389903 ISBN-13(EAN): 9789812389909
Издательство: World Scientific Publishing
Цена: 4486 р.
Наличие на складе: Поставка под заказ.

Описание: A collection of problems with detailed solutions which should be useful to students and research workers in mathematics, physics, engineering and other sciences. The topics range in difficulty from elementary to advanced level. Almost all the problems are solved in detail and most of them are self-contained.

All relevant definitions are given. Students can learn important principles and strategies required for problem solving. Teachers should find this text useful as a supplement, since important concepts and techniques are developed through the problems.

The material has been tested in the author's lectures given around the world. The work is divided into two volumes. This volume, Volume I, presents the introductory problems for undergraduate and advanced undergraduate students.

In Volume II, the more advanced problems, together with detailed solutions, are collected, to meet the needs of graduate students and researchers. The problems included cover most of the new fields in theoretical and mathematical physics, such as Lax representation, Backlund transformation, soliton equations, Lie-algebra-valued differential forms, the Hirota technique, the Painleve test, the Bethe ansatz, the Yang-Baxter relation, chaos, fractals, complexity, and so on.

Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)

Название: Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)
ISBN: 9812389881 ISBN-13(EAN): 9789812389886
Издательство: World Scientific Publishing
Цена: 4486 р.
Наличие на складе: Поставка под заказ.

Описание: A collection of problems with detailed solutions which should be useful to students and research workers in mathematics, physics, engineering and other sciences. The topics range in difficulty from elementary to advanced level. Almost all the problems are solved in detail and most of them are self-contained.

All relevant definitions are given. Students can learn important principles and strategies required for problem solving. Teachers should find this text useful as a supplement, since important concepts and techniques are developed through the problems.

The material has been tested in the author's lectures given around the world. The work is divided into two volumes. Volume I presents the introductory problems for undergraduate and advanced undergraduate students.

In this volume, Volume II, the more advanced problems, together with detailed solutions, are collected, to meet the needs of graduate students and researchers. The problems included cover most of the new fields in theoretical and mathematical physics, such as Lax representation, Backlund transformation, soliton equations, Lie-algebra-valued differential forms, the Hirota technique, the Painleve test, the Bethe ansatz, the Yang-Baxter relation, chaos, fractals, complexity, and so on.

Mathematical Problems in Image Processing / Partial Differential Equations and the Calculus of Variations

Автор: Aubert Gilles, Kornprobst Pierre, Faugeras O.
Название: Mathematical Problems in Image Processing / Partial Differential Equations and the Calculus of Variations
ISBN: 0387953264 ISBN-13(EAN): 9780387953267
Издательство: Springer
Цена: 6578 р.
Наличие на складе: Поставка под заказ.

Описание: This manuscript describes some mathematical problems arising in image analysis and computer vision. The authors consider both variational and pde approaches. The description focuses on theoretical- mathematical aspects of the problems, as well as on their applications and numerical descretiziations. This book is intended to be a reference and a basis for advanced courses in the fields of applied mathematics and computer vision.

Introduction to Stochastic Calculus for Finance / A New Didactic Approach

Автор: Sondermann Dieter
Название: Introduction to Stochastic Calculus for Finance / A New Didactic Approach
ISBN: 3540348360 ISBN-13(EAN): 9783540348368
Издательство: Springer
Рейтинг:
Цена: 9926 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The large number of already available textbooks on stochastic calculus with specific applications to finance requires a justification for another contribution to this subject. The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due to FГ¶llmer, who showed that one can develop Ito's calculus "pathwise" as an exercise in real analysis. The text opens to students interested in finance a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader is supposed only to be familiar with elementary real analysis (e.g. Taylor's Theorem) and basic probability theory. The text is also useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis.

Problems and Solutions in Mathematical Finance Vol. II: Equity Derivatives

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance Vol. II: Equity Derivatives
ISBN: 1119965829 ISBN-13(EAN): 9781119965824
Издательство: Wiley
Рейтинг:
Цена: 6930 р.
Наличие на складе: Поставка под заказ.

Описание: Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry.

Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)

Название: Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)
ISBN: 981238989X ISBN-13(EAN): 9789812389893
Издательство: World Scientific Publishing
Цена: 2531 р.
Наличие на складе: Поставка под заказ.

Описание: A collection of problems with detailed solutions which should be useful to students and research workers in mathematics, physics, engineering and other sciences. The topics range in difficulty from elementary to advanced level. Almost all the problems are solved in detail and most of them are self-contained.

All relevant definitions are given. Students can learn important principles and strategies required for problem solving. Teachers should find this text useful as a supplement, since important concepts and techniques are developed through the problems.

The material has been tested in the author's lectures given around the world. The work is divided into two volumes. This volume, Volume I, presents the introductory problems for undergraduate and advanced undergraduate students.

In Volume II, the more advanced problems, together with detailed solutions, are collected, to meet the needs of graduate students and researchers. The problems included cover most of the new fields in theoretical and mathematical physics, such as Lax representation, Backlund transformation, soliton equations, Lie-algebra-valued differential forms, the Hirota technique, the Painleve test, the Bethe ansatz, the Yang-Baxter relation, chaos, fractals, complexity, and so on.

Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)

Название: Problems and solutions in theoretical and mathematical physics, vol ii: advanced level (2nd edition)
ISBN: 9812389873 ISBN-13(EAN): 9789812389879
Издательство: World Scientific Publishing
Цена: 2531 р.
Наличие на складе: Поставка под заказ.

Описание: A collection of problems with detailed solutions which should be useful to students and research workers in mathematics, physics, engineering and other sciences. The topics range in difficulty from elementary to advanced level. Almost all the problems are solved in detail and most of them are self-contained.

All relevant definitions are given. Students can learn important principles and strategies required for problem solving. Teachers should find this text useful as a supplement, since important concepts and techniques are developed through the problems.

The material has been tested in the author's lectures given around the world. The work is divided into two volumes. Volume I presents the introductory problems for undergraduate and advanced undergraduate students.

In this volume, Volume II, the more advanced problems, together with detailed solutions, are collected, to meet the needs of graduate students and researchers. The problems included cover most of the new fields in theoretical and mathematical physics, such as Lax representation, Backlund transformation, soliton equations, Lie-algebra-valued differential forms, the Hirota technique, the Painleve test, the Bethe ansatz, the Yang-Baxter relation, chaos, fractals, complexity, and so on.


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