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wyszukanych pozycji: 5
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Advanced Mathematical Methods for Finance
ISBN: 9783642184116 / Angielski / Twarda / 2011 / 546 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Levy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend...
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modelin...
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cena:
385,52 zł |
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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems
ISBN: 9780444886309 / Angielski / Twarda / 1991 / 312 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. Hardbound. This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found several interconnections in their research. The emphasis was on common methods, although the applications were also interrelated.The main topic is dynamic stochastic models, in which information arrives and decisions are made sequentially. This gives rise to what finance theorists call option value, what some economists label quasi-option value. Some papers extend the mathematical theory, some deal with new methods of economic analysis, while some...
Hardbound. This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found seve...
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cena:
1334,05 zł |
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Advanced Mathematical Methods for Finance
ISBN: 9783642435515 / Angielski / Miękka / 2014 / 536 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Levy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend...
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modelin...
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cena:
385,52 zł |
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Stochastic Calculus for Fractional Brownian Motion and Applications
ISBN: 9781852339968 / Angielski / Twarda / 2008 / 330 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable... The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applicat... |
cena:
501,19 zł |
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Stochastic Calculus for Fractional Brownian Motion and Applications
ISBN: 9781849969949 / Angielski / Miękka / 2010 / 330 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable... The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applicat... |
cena:
501,19 zł |
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