Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 04-Dec-2012, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814401852)
Provides a tool for weather risk management and the markets for these exotic financial products are gradually emerging in size and importance. This title presents an analysis of such weather derivatives, including financial contracts on temperature,...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 21-Jun-2012, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814390866)
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of conc...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 26-May-2011, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814338806)
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This title provides a syste...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 31-Mar-2010, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814282536)
Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundbergs inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilit...Lasīt vairāk
Fred E. Benth, Jurate Saltyte Benth, Steen Koekebakker
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 15-Apr-2008, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812812315)
Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes....Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 12-May-2007, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812709417)
Provides a variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models....Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 24-Apr-2002, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812777485)
This text introduces a computationally effective class of non-Gaussian models for shocks (regular Levy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 01-Jul-2000, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812779311)
The text is a treatment of classical and modern ruin probability theory. Topics covered include Lundbergs inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (for example, for heavy-tailed claim size distributions),...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 08-Apr-2000, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812779243)
This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments, most importantly, how to construct asymptotically optimal decisions if the structure of optimal decisions for the limit experiment is...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 18-Jan-1999, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812385192)
This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It introduces the reader to the main concepts, notions and results of stochastic financial mathemat...Lasīt vairāk
Ole E. Barndorff-Nielsen, etc., V.K. Gupta, V. Perez-Abreu, E.C. Waymire
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 13-May-1998, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812839725)
This text presents some contemporary mathematical and statistical developments in river basin hydrology as they pertain to space: time rainfall, spatial landform and network structures, and their role in understanding avarages and fluctuations in th...Lasīt vairāk
Sērija : Advanced Series on Statistical Science & Applied Probability
(Izdošanas datums: 16-Mar-1998, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789812812858)
The aim of this book is to give a unified presentation of the local stereological methods developed since the mid-1980s. Local Stereology is a collection of local integral geometric formulae which can be used in the non-parametric estimation of lo...Lasīt vairāk
