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;
Автор: Platen Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance ISBN: 3642120571 ISBN-13(EAN): 9783642120572 Издательство: Springer Рейтинг: Цена: 12717.00 р. 18167.00-30% Наличие на складе: Есть (1 шт.) Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.
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.
Автор: Kelly Название: Stochastic Networks ISBN: 1107035775 ISBN-13(EAN): 9781107035775 Издательство: Cambridge Academ Рейтинг: Цена: 10930.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. This compact introduction to some of the stochastic models found useful in the study of communication networks is ideal for graduate students wishing to understand this important area of application.
Автор: Kelly Название: Stochastic Networks ISBN: 1107691702 ISBN-13(EAN): 9781107691704 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. This compact introduction to some of the stochastic models found useful in the study of communication networks is ideal for graduate students wishing to understand this important area of application.
Автор: Paul Glasserman; Karl Sigman; David D. Yao Название: Stochastic Networks ISBN: 0387948287 ISBN-13(EAN): 9780387948287 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The topics of research in stochastic networks are the complementary subjects of stability and rare events. This volume aims to present a sample of research problems, methodologies, and results in these two burgeoning areas. It originated from a workshop held at Columbia University in 1995, organized by Columbia`s Center for Applied Probability.
Описание: Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems.
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.
Описание: Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice.
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