Continuous Stochastic Calculus with Applications to Finance, Meyer, Michael
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: Oksendal Название: Stochastic Differential Equations ISBN: 3540047581 ISBN-13(EAN): 9783540047582 Издательство: Springer Рейтинг: Цена: 8223.00 р. Наличие на складе: Есть (1 шт.) Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387249680 ISBN-13(EAN): 9780387249681 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: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
Автор: Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zh Название: Stochastic calculus for fractional brownian motion and applications ISBN: 1852339969 ISBN-13(EAN): 9781852339968 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This book presents an account of different definitions of stochastic integration for fBm, and to give applications of the resulting theory. It is suitable for students of mathematics, biology, and meteorology.
Автор: Klebaner Fima C Название: Introduction to Stochastic Calculus with Applications ISBN: 1848168322 ISBN-13(EAN): 9781848168329 Издательство: World Scientific Publishing Рейтинг: Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.
Автор: Steele, J.michael Название: Stochastic calculus and financial applications ISBN: 1441928626 ISBN-13(EAN): 9781441928627 Издательство: Springer Рейтинг: Цена: 10475.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: "As the preface says, `This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract`.
Автор: Francesca Biagini; Yaozhong Hu; Bernt ?ksendal; Tu Название: Stochastic Calculus for Fractional Brownian Motion and Applications ISBN: 1849969949 ISBN-13(EAN): 9781849969949 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.
Автор: Calin Ovidiu Название: Informal Introduction To Stochastic Calculus With Applications, An ISBN: 9814689912 ISBN-13(EAN): 9789814689915 Издательство: World Scientific Publishing Рейтинг: Цена: 6336.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Goal Of This Book Is To Present Stochastic Calculus At An Introductory Level And Not At Its Maximum Mathematical Detail. The Author Aims To Capture As Much As Possible The Spirit Of Elementary Deterministic Calculus, At Which Students Have Been Already Exposed. This Assumes A Presentation That Mimics Similar Properties Of Deterministic Calculus, Which Facilitates Understanding Of More Complicated Topics Of Stochastic Calculus.
Автор: Calin Ovidiu Название: Informal Introduction To Stochastic Calculus With Applications, An ISBN: 9814678937 ISBN-13(EAN): 9789814678933 Издательство: World Scientific Publishing Рейтинг: Цена: 12830.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Goal Of This Book Is To Present Stochastic Calculus At An Introductory Level And Not At Its Maximum Mathematical Detail. The Author Aims To Capture As Much As Possible The Spirit Of Elementary Deterministic Calculus, At Which Students Have Been Already Exposed. This Assumes A Presentation That Mimics Similar Properties Of Deterministic Calculus, Which Facilitates Understanding Of More Complicated Topics Of Stochastic Calculus.
Название: Stochastic Calculus and Applications ISBN: 149392866X ISBN-13(EAN): 9781493928668 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography
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