The Interval Market Model in Mathematical Finance, Pierre Bernhard; Jacob C. Engwerda; Berend Roorda;

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus
ISBN: 1119965837 ISBN-13(EAN): 9781119965831
Издательство: Wiley
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Цена: 6653.00 р.
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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: 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
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Цена: 10480.00 р.
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Описание: Provides an introduction to probability theory and its applications.

Автор: Malliavin
Название: Stochastic Calculus of Variations in Mathematical Finance
ISBN: 3540434313 ISBN-13(EAN): 9783540434313
Издательство: Springer
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Цена: 12577.00 р.
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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.

Автор: Pierre Bernhard; Jacob C. Engwerda; Berend Roorda;
Название: The Interval Market Model in Mathematical Finance
ISBN: 1489985808 ISBN-13(EAN): 9781489985804
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics.

Автор: Hongyi Li; Ligang Wu; Hak-Keung Lam; Yabin Gao
Название: Analysis and Synthesis for Interval Type-2 Fuzzy-Model-Based Systems
ISBN: 9811005923 ISBN-13(EAN): 9789811005923
Издательство: Springer
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Цена: 18284.00 р.
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Описание: This book develops a set of reference methods capable of modeling uncertainties existing in membership functions, and analyzing and synthesizing the interval type-2 fuzzy systems with desired performances.

Автор: Atanu Sengupta; Tapan Kumar Pal
Название: Fuzzy Preference Ordering of Interval Numbers in Decision Problems
ISBN: 3642100600 ISBN-13(EAN): 9783642100604
Издательство: Springer
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Цена: 20962.00 р.
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Описание: This text studies different real decision situations where problems are defined in inexact environment. It presents the latest research in fuzzy preference ordering of interval numbers and modeling of interval decision problems.

Автор: Deng-Feng Li
Название: Models and Methods for Interval-Valued Cooperative Games in Economic Management
ISBN: 3319289969 ISBN-13(EAN): 9783319289960
Издательство: Springer
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Цена: 11179.00 р.
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Описание: This book proposes several commonly used interval-valued solution concepts of interval-valued cooperative games with transferable utility.

Автор: R. Baker Kearfott; V. Kreinovich
Название: Applications of Interval Computations
ISBN: 0792338472 ISBN-13(EAN): 9780792338475
Издательство: Springer
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Цена: 33401.00 р.
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Описание: This text contains primarily survey articles of actual industrial applications of numerical analysis with automatic result verification and of interval representation of data. Underlying topics include branch and bound algorithms for global optimization, and constraint propagation.

Автор: Pierre Collet; J.-P. Eckmann
Название: Iterated Maps on the Interval as Dynamical Systems
ISBN: 0817649263 ISBN-13(EAN): 9780817649265
Издательство: Springer
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Цена: 9362.00 р.
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Описание: This work explains early results of the theory of continuous maps of an interval to itself to mathematicians and theoretical physicists, and aims to inspire further inquiry into these phenomena of beautiful regularity, which often appear near chaotic systems.

Автор: M. van Holten-de Wolff; A.H. Merkies
Название: Selection of Models by Forecasting Intervals
ISBN: 9401025959 ISBN-13(EAN): 9789401025959
Издательство: Springer
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Цена: 12157.00 р.
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