wyszukanych pozycji: 2
Malliavin Calculus for Lévy Processes with Applications to Finance
ISBN: 9783540785712 / Angielski / Miękka / 2008 / 432 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application. This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. I... |
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cena:
293,15 zł |
Stochastics of Environmental and Financial Economics: Centre of Advanced Study, Oslo, Norway, 2014-2015
ISBN: 9783319370620 / Angielski / Miękka / 2016 / 360 str. Termin realizacji zamówienia: ok. 20 dni roboczych. These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were...
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of fin...
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cena:
195,42 zł |