wyszukanych pozycji: 12
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach
ISBN: 9781785482182 / Angielski / Twarda / 2016 / 276 str. Termin realizacji zamówienia: ok. 18-20 dni roboczych. Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities for different risk models. Next, it gives some possible applications of the results concerning the smoothness of the survival probabilities. Additionally, the book introduces the supermartingale approach, which...
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theo...
|
|
cena:
628,83 zł |
Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
ISBN: 9783110652796 / Angielski / Twarda / 2021 / 390 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
|
cena:
744,22 zł |
Stochastic Calculus for Fractional Brownian Motion and Related Processes
ISBN: 9783540758723 / Angielski / Miękka / 2007 / 398 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market. This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists ... |
|
cena:
274,23 zł |
Theory and Statistical Applications of Stochastic Processes
ISBN: 9781786300508 / Angielski / Twarda / 2018 / 400 str. Termin realizacji zamówienia: ok. 18-20 dni roboczych. In this book, the authors present the modern approaches to study stochastic processes and modern tools for their statistical analysis.
In this book, the authors present the modern approaches to study stochastic processes and modern tools for their statistical analysis.
|
|
cena:
760,13 zł |
Stochastic Analysis of Mixed Fractional Gaussian Processes
ISBN: 9781785482458 / Angielski / Twarda / 2018 / 210 str. Termin realizacji zamówienia: ok. 18-20 dni roboczych. |
|
cena:
519,44 zł |
Financial Mathematics
ISBN: 9781785480461 / Angielski / Twarda / 2016 / 194 str. Termin realizacji zamówienia: ok. 18-20 dni roboczych. Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the proven absence of arbitrage. With a focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and practical financial models,... Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discre... |
|
cena:
467,73 zł |
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
ISBN: 9783030412906 / Angielski / Twarda / 2020 / 240 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
|
cena:
195,87 zł |
Parameter Estimation in Fractional Diffusion Models
ISBN: 9783319710297 / Angielski / Twarda / 2018 / 390 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of ...
|
|
cena:
470,13 zł |
Modern Stochastics and Applications
ISBN: 9783319035116 / Angielski / Twarda / 2014 / 349 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work... This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great so... |
|
cena:
391,77 zł |
Parameter Estimation in Fractional Diffusion Models
ISBN: 9783319890319 / Angielski / Miękka / 2019 / 390 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
|
cena:
470,13 zł |
Modern Stochastics and Applications
ISBN: 9783319344386 / Angielski / Miękka / 2016 / 349 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work... This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great so... |
|
cena:
391,77 zł |
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
ISBN: 9783030412937 / Angielski / Miękka / 2021 / 240 str. Termin realizacji zamówienia: ok. 20 dni roboczych. |
|
cena:
195,87 zł |