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wyszukanych pozycji: 8
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An Elementary Introduction to Stochastic Interest Rate Modeling
ISBN: 9789812832733 / Angielski / Twarda / 2008 / 192 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
cena:
317,02 zł |
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Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition)
ISBN: 9789814390859 / Angielski / Twarda / 2012 / 244 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations.
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. T...
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cena:
379,38 zł |
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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
ISBN: 9783642023798 / Angielski / Miękka / 2009 / 282 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probability, namely?-algebras, expectations, andconditionalexpectations.Ashortint- duction to stochastic calculus for continuous and jump processes is given...
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time....
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cena:
194,52 zł |
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Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition)
ISBN: 9789811226601 / Angielski / Twarda / 2021 / 376 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
cena:
571,67 zł |
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Discrete Stochastic Processes: Tools for Machine Learning and Data Science
ISBN: 9783031658198 / Angielski Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
194,52 zł |
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Understanding Markov Chains: Examples and Applications
ISBN: 9789811306587 / Angielski / Miękka / 2018 / 372 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. It includes more than 70 exercises, along with complete solutions, that help illustrate and present all concepts.
This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. It includes more than 70 exerci...
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cena:
155,61 zł |
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Probability on Real Lie Algebras
ISBN: 9781107128651 / Angielski / Twarda / 2016 / 302 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Levy processes), and the quantum Malliavin calculus. This...
This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical a...
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cena:
725,96 zł |
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Introduction to Stochastic Finance with Market Examples
ISBN: 9781032288260 / Angielski / Twarda / 2022 / 664 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
cena:
478,07 zł |
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