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Stochastic Finance, Vecer, Jan


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Цена: 30624.00р.
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Автор: Vecer, Jan
Название:  Stochastic Finance
ISBN: 9781439812501
Издательство: Taylor&Francis
Классификация:



ISBN-10: 1439812500
Обложка/Формат: Hardback
Страницы: 342
Вес: 0.60 кг.
Дата издания: 06.01.2011
Серия: Chapman and hall/crc financial mathematics series
Язык: English
Иллюстрации: 7 tables, black and white; 41 illustrations, black and white
Размер: 244 x 163 x 24
Читательская аудитория: Postgraduate, research & scholarly
Подзаголовок: A numeraire approach
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Поставляется из: Европейский союз


Stochastic Calculus for Finance II

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
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Цена: 8384.00 р.
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Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Stochastic Processes

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 11246.00 р.
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Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Stochastic Calculus for Finance I

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387249680 ISBN-13(EAN): 9780387249681
Издательство: Springer
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Цена: 8384.00 р.
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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;

Stochastic Calculus for Finance I

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 8384.00 р.
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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;

Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus

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.

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Автор: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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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.

Analytically Tractable Stochastic Stock Price Models

Автор: Gulisashvili
Название: Analytically Tractable Stochastic Stock Price Models
ISBN: 3642312136 ISBN-13(EAN): 9783642312137
Издательство: Springer
Цена: 5576.00 р. 7965.00 -30%
Наличие на складе: Есть (1 шт.)
Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.

Modelling extremal events

Автор: Embrechts, Paul Kluppelberg, Claudia Mikosch, Thom
Название: Modelling extremal events
ISBN: 3642082424 ISBN-13(EAN): 9783642082429
Издательство: Springer
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Цена: 10480.00 р.
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Описание: "A reader`s first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to.

Brownian Motion and Stochastic Calculus

Автор: Karatzas
Название: Brownian Motion and Stochastic Calculus
ISBN: 0387976558 ISBN-13(EAN): 9780387976556
Издательство: Springer
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Цена: 6981.00 р.
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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.

Stochastic Calculus and Differential Equations for Physics and Finance

Автор: Joseph L. McCauley
Название: Stochastic Calculus and Differential Equations for Physics and Finance
ISBN: 0521763401 ISBN-13(EAN): 9780521763400
Издательство: Cambridge Academ
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Цена: 19800.00 р.
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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.

Stochastic Volatility in Financial Markets

Автор: Mele, Antonio, Fornari, Fabio
Название: Stochastic Volatility in Financial Markets
ISBN: 1461370450 ISBN-13(EAN): 9781461370451
Издательство: Springer
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Цена: 23757.00 р.
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Описание: Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.

Brownian Models of Performance and Control

Автор: Harrison
Название: Brownian Models of Performance and Control
ISBN: 1107018390 ISBN-13(EAN): 9781107018396
Издательство: Cambridge Academ
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Цена: 7286.00 р.
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Описание: This book from one of the field`s leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. Aimed at non-mathematicians who build and analyze stochastic models, it contains many concrete formulas and worked examples.


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