Risk And Stochastics: Ragnar Norberg, Barrieu Pauline

Автор: Jean-Paul Laurent; Ragnar Norberg; Fr?d?ric Planch
Название: Modelling in Life Insurance – A Management Perspective
ISBN: 3319297740 ISBN-13(EAN): 9783319297743
Издательство: Springer
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Цена: 13275.00 р.
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Описание: Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;

Автор: Lord
Название: An Introduction to Computational Stochastic PDEs
ISBN: 0521728525 ISBN-13(EAN): 9780521728522
Издательство: Cambridge Academ
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Цена: 9029.00 р.
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Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.

Автор: B?lviken
Название: Computation and Modelling in Insurance and Finance
ISBN: 0521830486 ISBN-13(EAN): 9780521830485
Издательство: Cambridge Academ
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Цена: 18691.00 р.
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Описание: This practical introduction outlines methods for analysing actuarial and financial risk at a fairly elementary mathematical level suitable for graduate students, actuaries and other analysts in the industry who could use simulation as a problem solver. Numerous exercises with R-code illustrate the text.

Автор: Adam Prugel-Bennett
Название: The Probability Companion for Engineering and Computer Science
ISBN: 1108480535 ISBN-13(EAN): 9781108480536
Издательство: Cambridge Academ
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Цена: 18216.00 р.
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Описание: This guide helps undergraduate and graduate students convert pure mathematics into understanding and facility with a host of probabilistic tools. From the basic rules of probability it expands to the most sophisticated modern techniques, equipping those starting their careers and providing a handy reference for professionals and researchers.

Автор: Lord
Название: An Introduction to Computational Stochastic PDEs
ISBN: 0521899907 ISBN-13(EAN): 9780521899901
Издательство: Cambridge Academ
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Цена: 18216.00 р.
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Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.

Автор: Klaus Sandmann; Philip J. Sch?nbucher
Название: Advances in Finance and Stochastics
ISBN: 3642077927 ISBN-13(EAN): 9783642077920
Издательство: Springer
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Цена: 11179.00 р.
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Описание: In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973.

Автор: Simo Sarkka, Arno Solin
Название: Applied Stochastic Differential Equations
ISBN: 1316510085 ISBN-13(EAN): 9781316510087
Издательство: Cambridge Academ
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Цена: 17424.00 р.
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Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.

Автор: Kopp
Название: Probability for Finance
ISBN: 0521175577 ISBN-13(EAN): 9780521175579
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence, conditioning and limit theorems for random sequences. Motivational examples, careful proofs and plenty of exercises facilitate self-study.

Автор: Simo Sarkka, Arno Solin
Название: Applied Stochastic Differential Equations
ISBN: 1316649466 ISBN-13(EAN): 9781316649466
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.

Автор: David Nualart, Eulalia Nualart
Название: Introduction to Malliavin Calculus
ISBN: 1107039126 ISBN-13(EAN): 9781107039124
Издательство: Cambridge Academ
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Цена: 17424.00 р.
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Описание: This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.

Автор: Nualart, David (university Of Kansas) Nualart, Eul...lia (universitat Pompeu Fabra, Barcelona)
Название: Institute of mathematical statistics textbooks
ISBN: 1107611989 ISBN-13(EAN): 9781107611986
Издательство: Cambridge Academ
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Цена: 6019.00 р.
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Описание: This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on Brownian motion and stochastic calculus. Accessible to non-experts, graduate students and researchers can use this book to master the core techniques necessary for further study.