Wyniki wyszukiwania:
wyszukanych pozycji: 7
 |
Probability and Analysis in Interacting Physical Systems: In Honor of S.R.S. Varadhan, Berlin, August, 2016
ISBN: 9783030153373 / Angielski / Twarda / 2019 / 294 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) |
cena:
402,53 |
 |
Probability and Analysis in Interacting Physical Systems: In Honor of S.R.S. Varadhan, Berlin, August, 2016
ISBN: 9783030153403 / Angielski / Miękka / 2020 / 294 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) |
cena:
402,53 |
 |
A Course on Rough Paths: With an Introduction to Regularity Structures
ISBN: 9783030415556 / Angielski / Miękka / 2020 / 346 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) |
cena:
221,37 |
 |
Multidimensional Stochastic Processes as Rough Paths
ISBN: 9780521876070 / Angielski / Twarda / 2010 / 670 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and...
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic ana...
|
cena:
434,30 |
 |
Large Deviations and Asymptotic Methods in Finance
ISBN: 9783319116044 / Angielski / Twarda / 2015 / 590 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an... Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the c... |
cena:
603,81 |
 |
Large Deviations and Asymptotic Methods in Finance
ISBN: 9783319385129 / Angielski / Miękka / 2016 / 590 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an... Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the c... |
cena:
603,81 |
 |
Rough Volatility
ISBN: 9781611977776 / Angielski / Miękka / 2024 / 261 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior. The first book to offer a...
Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been model...
|
cena:
369,19 |
Czytaj nas na:
KrainaKsiazek.PL - Księgarnia Internetowa
