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wyszukanych pozycji: 12
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Inhomogeneous Random Evolutions and Their Applications
ISBN: 9781032082295 / Angielski / Miękka / 2021 / 252 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
232,65 |
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
ISBN: 9789814440127 / Angielski / Twarda / 2013 / 328 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Bez gwarancji dostawy przed świętami) Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems...
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of...
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cena:
504,18 |
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Inhomogeneous Random Evolutions and Their Applications
ISBN: 9781138313477 / Angielski / Twarda / 2019 / 230 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
848,38 |
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Change of Time Methods in Quantitative Finance
ISBN: 9783319324067 / Angielski / Miękka / 2016 / 128 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties. An emphasis is given on many applications of CTM in financial and energy markets, and the presented numerical examples are based on real data. The change of time method is applied to derive the well-known Black-Scholes formula for European call options, and to derive an explicit option pricing formula for a European call option for a mean-reverting model for commodity prices.... This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental asp... |
cena:
241,50 |
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Stochastic calculus in Banach spaces
ISBN: 9783639664997 / Angielski / Miękka / 2014 / 52 str. Termin realizacji zamówienia: ok. 10-14 dni roboczych (Bez gwarancji dostawy przed świętami) The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It DEGREES, Stratonovich and Skorokhod integrals. We also study multiplicative operator functionals (MOF) in Banach spaces which are a generalization of random evolutions (RE) 2]. One of the results includes Dynkin's formula for MOF. Boundary values problems for RE in Banach spaces are investigated as well. Applications are given to the random evol
The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It DEGREES, Stratonovich and Sko...
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cena:
205,31 |
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Random Dynamical Systems in Finance
ISBN: 9780367380144 / Angielski / Miękka / 2019 / 357 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
310,21 |
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
ISBN: 9783031334313 / Angielski / Miękka / 2024 Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in...
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov c...
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cena:
483,04 |
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
ISBN: 9783031334283 / Angielski / Twarda / 2023 Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving processes. After giving the definitions of discrete-time semi-Markov chains and random evolutions, it presents the asymptotic theory in a functional setting, including weak convergence results in the series scheme, and their extensions in some additional directions, including reduced random media, controlled processes, and optimal stopping. Finally, applications of discrete-time semi-Markov random evolutions in...
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov c...
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cena:
483,04 |
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Random Dynamical Systems in Finance
ISBN: 9781439867181 / Angielski / Twarda / 2013 / 357 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this emerging area, Random Dynamical Systems in Finance shows how to model RDS in financial applications. Through numerous examples, the book explains how the theory of RDS can describe the asymptotic and qualitative... The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in mod... |
cena:
702,94 |
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Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications
ISBN: 9781786307064 / Angielski / Twarda / 2021 / 224 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
668,77 |
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Random Motions in Markov and Semi-Markov Random Environments 1: Homogeneous Random Motions and Their Applications
ISBN: 9781786305473 / Angielski / Twarda / 2021 / 256 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
668,77 |
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Stochastic Modelling of Big Data in Finance
ISBN: 9781032209265 / Angielski / Twarda / 2022 / 340 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
387,78 |
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