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: Mele, Antonio, Fornari, Fabio Название: Stochastic Volatility in Financial Markets ISBN: 1461370450 ISBN-13(EAN): 9781461370451 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.
Автор: David D. Yao; Hanqin Zhang; Xun Yu Zhou Название: Stochastic Modeling and Optimization ISBN: 1441930655 ISBN-13(EAN): 9781441930651 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.
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.
Описание: This book will help make backward stochastic differential equations (BSDEs) more accessible to those interested in applying these equations to actuarial and financial problems.
Автор: Shiri?a?ev, Al?bert Nikolaevich. Название: Essentials of stochastic finance : ISBN: 9810236050 ISBN-13(EAN): 9789810236052 Издательство: World Scientific Publishing Рейтинг: Цена: 42768.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It introduces the reader to the main concepts, notions and results of stochastic financial mathematics.
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.
Описание: A Practitioner`s Guide to Stochastic Frontier Analysis Using Stata provides practitioners with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. Immensely helpful to the applied researcher, it bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.
Описание: This accessible guide helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It uses real data and statistical procedures to show how SD theory is applied in financial situations, introduces utility theory for decision making under risk and discusses research issues.
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.
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