An Informal Introduction to Stochastic Calculus with Applications: Second Edition, Ovidiu Calin
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521728525 ISBN-13(EAN): 9780521728522 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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.
Автор: Lamberton, Damien Название: Introduction to stochastic calculus applied to finance ISBN: 1584886269 ISBN-13(EAN): 9781584886266 Издательство: Taylor&Francis Рейтинг: Цена: 13779.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing.
Описание: Presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and stochastic differential equations. This title illustrates how these processes and approaches are applied to many problems in genetics, carcinogenesis, and more.
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.
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: Klebaner Fima C Название: Introduction To Stochastic Calculus With Applications (3Rd Edition) ISBN: 1848168314 ISBN-13(EAN): 9781848168312 Издательство: World Scientific Publishing Рейтинг: Цена: 12830.00 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: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521899907 ISBN-13(EAN): 9780521899901 Издательство: Cambridge Academ Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Meyer, Michael Название: Continuous Stochastic Calculus with Applications to Finance ISBN: 0367455439 ISBN-13(EAN): 9780367455439 Издательство: Taylor&Francis Рейтинг: Цена: 9492.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The prolonged boom in the U.S. and European stock markets has led to increased interest in the mathematics of security markets, most notably in the theory of stochastic integration. This text gives a rigorous development of the theory of stochastic integration as it applies to the valuation of derivative securities. It includes all of the tools rea
Описание: The series is devoted to the publication of high-level monographs and specialized graduate texts which cover the whole spectrum of applied mathematics, including its numerical aspects. The focus of the series is on the interplay between mathematical and numerical analysis, and also on its applications to mathematical models in the physical and life sciences. The aim of the series is to be an active forum for the dissemination of up-to-date information in the form of authoritative works that will serve the applied mathematics community as the basis for further research. Editorial Board Remi Abgrall, Universitat Zurich, Switzerland Jose Antonio Carrillo de la Plata, Imperial College London, UK Jean-Michel Coron, Universite Pierre et Marie Curie, Paris, France Athanassios S. Fokas, Cambridge University, UK Irene Fonseca, Carnegie Mellon University, Pittsburgh, USA
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