Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
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.
Автор: Gulisashvili Название: Analytically Tractable Stochastic Stock Price Models ISBN: 3642312136 ISBN-13(EAN): 9783642312137 Издательство: Springer Цена: 5576.00 р. 7965.00-30% Наличие на складе: Есть (1 шт.) Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.
Автор: Haim Levy Название: Stochastic Dominance ISBN: 1441939830 ISBN-13(EAN): 9781441939838 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book covers three basic approaches to this process: the stochastic dominance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative prospect theory.
Автор: Haim Levy Название: Stochastic Dominance ISBN: 3319330594 ISBN-13(EAN): 9783319330594 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Dominance: Investment Decision Making under Uncertainty, 3rd Ed. covers the following basic issues: the SD approach, asymptotic SD rules, the mean-variance (MV) approach, as well as the non-expected utility approach.
Автор: McInerney Название: Stochastic Interest Rates ISBN: 0521175690 ISBN-13(EAN): 9780521175692 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Поставка под заказ.
Описание: Designed for Master`s students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.
Описание: Vol.4: Effective Environmental Management for Sustainable Development
Автор: Benth Название: Option Theory with Stochastic Analysis ISBN: 354040502X ISBN-13(EAN): 9783540405023 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) with martingale theory, and computational finance including both finite-difference and Monte Carlo methods. The reader is led to an understanding of the assumptions inherent in the Black & Scholes theory, of the main idea behind deriving prices and hedges, and of the use of numerical methods to compute prices for exotic contracts. The author's style is compact and to-the-point, requiring of the reader only basic mathematical skills. In contrast to many books addressed to an audience with greater mathematical experience, it can appeal not only to students entering the discipline, but also to many practitioners, e.g. in industry, looking for an introduction to this theory without too much detail.
Автор: Masatoshi Sakawa; Hitoshi Yano; Ichiro Nishizaki Название: Linear and Multiobjective Programming with Fuzzy Stochastic Extensions ISBN: 1461493986 ISBN-13(EAN): 9781461493983 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This self-contained book offers comprehensive coverage of linear programming, multiobjective programming, fuzzy programming, stochastic programming, and fuzzy stochastic programming, with applications in purchase and transportation planning for food retailing.
Автор: Julia L. Higle; S. Sen Название: Stochastic Decomposition ISBN: 1461368456 ISBN-13(EAN): 9781461368458 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models.
Автор: David D. Yao Название: Stochastic Modeling and Analysis of Manufacturing Systems ISBN: 1461276284 ISBN-13(EAN): 9781461276289 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These include: Jackson networks, fluid models, diffusion and strong approximations, the GSMP framework, stochastic convexity and majorization, perturbation analysis, scheduling via Brownian models, and re-entrant lines and dynamic scheduling.
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