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wyszukanych pozycji: 6
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Probability Essentials
ISBN: 9783540438717 / Angielski / Miękka / 2002 / 254 str. Termin realizacji zamówienia: ok. 20 dni roboczych. We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many colleagues and students who have commented c- structively on the book since its publication two years ago, and in particular Professors Valentin Petrov, Esko Valkeila, Volker Priebe, and Frank Knight. Jean Jacod, Paris Philip Protter, Ithaca March, 2002 Preface to the Second Printing of the Second Edition We have bene?ted greatly from the long list of typos and small suggestions sent to us by Professor Luis Tenorio. These...
We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We ...
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cena:
248,84 zł |
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High-Frequency Financial Econometrics
ISBN: 9780691161433 / Angielski / Twarda / 2014 / 688 str. Termin realizacji zamówienia: ok. 22 dni roboczych. High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine... High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen... |
cena:
300,30 zł |
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Limit Theorems for Stochastic Processes
ISBN: 9783642078767 / Angielski / Miękka / 2010 / 664 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for...
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales a...
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cena:
650,86 zł |
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Discretization of Processes
ISBN: 9783642269509 / Angielski / Miękka / 2013 / 596 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data." This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and...In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are ma... |
cena:
574,29 zł |
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Ecole d'Ete de Probabilites de Saint-Flour XIII, 1983
ISBN: 9783540152033 / Francuski / Miękka / 1985 / 412 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
172,11 zł |
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Lévy Processes at Saint-Flour
ISBN: 9783642259401 / Angielski / Miękka / 2012 / 479 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Bretagnolle, Jean: Processus a accroissements independants.- Ibragimov, Ildar: Theoremes limites pour les marches aleatoires.- Jacod, Jean: Theoremes limite pour les processus.- Bertoin, Jean: Subordinators: Examples and applications.- Doney, Ronald A.: Fluctuation theory for Levy processes.
Bretagnolle, Jean: Processus a accroissements independants.- Ibragimov, Ildar: Theoremes limites pour les marches aleatoires.- Jacod, Jean: Theoremes ...
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cena:
191,40 zł |
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