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: Gallager Название: Stochastic Processes ISBN: 1107039754 ISBN-13(EAN): 9781107039759 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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;
Автор: Vasile Radu Название: Stochastic Modeling of Thermal Fatigue Crack Growth ISBN: 3319128760 ISBN-13(EAN): 9783319128764 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book describes a systematic stochastic modeling approach for assessing thermal-fatigue crack-growth in mixing tees, based on the power spectral density of temperature fluctuation at the inner pipe surface.
Автор: Vasile Radu Название: Stochastic Modeling of Thermal Fatigue Crack Growth ISBN: 3319385194 ISBN-13(EAN): 9783319385198 Издательство: Springer Рейтинг: Цена: 13059.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book describes a systematic stochastic modeling approach for assessing thermal-fatigue crack-growth in mixing tees, based on the power spectral density of temperature fluctuation at the inner pipe surface.
Автор: Kuo Название: Introduction to Stochastic Integration ISBN: 0387287205 ISBN-13(EAN): 9780387287201 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews:"Introduction to Stochastic Integration is exactly what the title says.
This book provides background and guidance on the use of the structural hot-spot stress approach to fatigue analysis. The book also offers Design S-N curves for use with the structural hot-spot stress for a range of weld details, and presents parametric formulas for calculating stress increases due to misalignment and structural discontinuities.
Highlighting the extension to structures fabricated from plates and non-tubular sections. The structural hot-spot stress approach focuses on cases of potential fatigue cracking from the weld toe and it has been in use for many years in tubular joints.
Following an explanation of the structural hot-spot stress, its definition and its relevance to fatigue, the book describes methods for its determination. It considers stress determination from both finite element analysis and strain gauge measurements, and emphasizes the use of finite element stress analysis, providing guidance on the choice of element type and size for use with either solid or shell elements. Lastly, it illustrates the use of the recommendations in four case studies involving the fatigue assessment of welded structures using the structural hot-spot stress
Автор: Mikosch, Thomas Название: Elementary Stochastic Calculus, with Finance in View ISBN: 9810235437 ISBN-13(EAN): 9789810235437 Издательство: World Scientific Publishing Рейтинг: Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.
Автор: Parzen, Emanuel Название: Stochastic processes ISBN: 0898714419 ISBN-13(EAN): 9780898714418 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 9656.00 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.
Автор: Gardiner, Crispin W. Название: Stochastic methods ISBN: 3540707123 ISBN-13(EAN): 9783540707127 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
Автор: Asmussen Название: Stochastic Simulation: Algorithms and Analysis ISBN: 038730679X ISBN-13(EAN): 9780387306797 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focusses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value. Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.
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.
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