wyszukanych pozycji: 6
Tree estimation for Stochastic Volatility Models The Anderson SPDE
ISBN: 9783639127669 / Angielski / Miękka / 2010 / 116 str. Termin realizacji zamówienia: ok. 10-14 dni roboczych. This text is divided into two parts. In the first part we present a methodology for approximating complex stochastic processes. Furthermore, we present an application to finance to calculate the price of American or European options when the price of the underlying equity obeys these complex processes. In the second part we investigate the exponential behavior of the solution of the parabolic Anderson model when the time goes to infinity. We show that the relevant quantity (the Lyapunov exponent) exists, and we provide tight lower and upper bounds for it.
This text is divided into two parts. In the first part we present a methodology for approximating complex stochastic processes. Furthermore, we presen...
|
|
cena:
220,72 zł |
Probability and Stochastic Processes
ISBN: 9780470624555 / Angielski / Twarda / 2014 / 576 str. Termin realizacji zamówienia: ok. 22 dni roboczych. A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world app... |
|
cena:
605,79 zł |
Handbook of Probability
ISBN: 9780470647271 / Angielski / Twarda / 2013 / 472 str. Termin realizacji zamówienia: ok. 22 dni roboczych. THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability.
THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manne... |
|
cena:
725,91 zł |
Quantitative Finance
ISBN: 9781118629956 / Angielski / Twarda / 2019 / 496 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical backdrop needed from probability and stochastic processes and the description of financial instruments priced throughout the book, the classical Black-Scholes-Merton model is, then, presented in a uniquely accessible and understandable way. Implied volatility, local volatility surfaces, and general methods of inverting partial differential equations (PDE's) are, then, discussed.
The book is complete with different coding techniques in R and MATLAB and generic pseudo-algorithms to modern finance. Starting with the theoretical b...
|
|
cena:
600,33 zł |
Handbook of Modeling High-Frequency Data in Finance
ISBN: 9780470876886 / Angielski / Twarda / 2011 / 456 str. Termin realizacji zamówienia: ok. 22 dni roboczych. CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS
In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the nature and intrinsic properties of this data. A one-stop compilation of empirical and analytical research, this handbook explores data sampled with high-frequency finance in financial... CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS
In recent years, the availability of high-frequency data and... |
|
cena:
813,27 zł |
Handbook of High-Frequency Trading and Modeling in Finance
ISBN: 9781118443989 / Angielski / Twarda / 2016 / 456 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data. Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers.... Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance ... |
|
cena:
714,99 zł |