Sērija : Chapman and Hall/CRC Financial Mathematics Series
(Izdošanas datums: 23-Dec-2024, PDF+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781040262993)
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, M...Lasīt vairāk
Sērija : Chapman and Hall/CRC Financial Mathematics Series
(Izdošanas datums: 23-Dec-2024, EPUB+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781040263006)
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, M...Lasīt vairāk
(Izdošanas datums: 27-Aug-2024, EPUB+DRM, Izdevniecība: World Scientific Europe Ltd, ISBN-13: 9781800615588)
Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus...Lasīt vairāk
(Izdošanas datums: 27-Aug-2024, PDF+DRM, Izdevniecība: World Scientific Europe Ltd, ISBN-13: 9781800615588)
Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus...Lasīt vairāk
(Izdošanas datums: 22-Apr-2024, PDF+DRM, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811287480)
Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, th...Lasīt vairāk
(Izdošanas datums: 22-Apr-2024, EPUB+DRM, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811287480)
Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, th...Lasīt vairāk
Sērija : Routledge Advanced Texts in Economics and Finance
(Izdošanas datums: 28-Feb-2024, PDF+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781003855200)
This book is an easy-to-understand guide to modeling productivity and efficiency using modern statistical tools. It introduces readers to the fundamentals of stochastic frontier analysis (SFA) and gradually takes them to the forefront of academic res...Lasīt vairāk
Sērija : Routledge Advanced Texts in Economics and Finance
(Izdošanas datums: 28-Feb-2024, EPUB+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781003855217)
This book is an easy-to-understand guide to modeling productivity and efficiency using modern statistical tools. It introduces readers to the fundamentals of stochastic frontier analysis (SFA) and gradually takes them to the forefront of academic res...Lasīt vairāk
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs....Lasīt vairāk
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs....Lasīt vairāk
(Izdošanas datums: 21-Nov-2023, PDF+DRM, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811283284)
This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riema...Lasīt vairāk
(Izdošanas datums: 21-Nov-2023, EPUB+DRM, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811283284)
This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riema...Lasīt vairāk
This book introduces the Learning-Augmented Network Optimization (LANO) paradigm, which interconnects network optimization with the emerging AI theory and algorithms and has been receiving a growing attention in network research. The authors present...Lasīt vairāk
This book introduces the Learning-Augmented Network Optimization (LANO) paradigm, which interconnects network optimization with the emerging AI theory and algorithms and has been receiving a growing attention in network research. The authors present...Lasīt vairāk
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, t...Lasīt vairāk
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, t...Lasīt vairāk
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatiliti...Lasīt vairāk
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatiliti...Lasīt vairāk
(Izdošanas datums: 04-Jan-2023, PDF+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783662658277)
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded...Lasīt vairāk
(Izdošanas datums: 04-Jan-2023, EPUB+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783662658277)
This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded...Lasīt vairāk
This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, fin...Lasīt vairāk
This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, fin...Lasīt vairāk
This book demonstrates that population structure and dynamics can be reconstructed by stochastic analysis. Population projection is usually based on age-structured population models. These models consist of age-dependent fertility and mortality, wher...Lasīt vairāk
This book demonstrates that population structure and dynamics can be reconstructed by stochastic analysis. Population projection is usually based on age-structured population models. These models consist of age-dependent fertility and mortality, wher...Lasīt vairāk
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The...Lasīt vairāk
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The...Lasīt vairāk
