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Kategoria BISAC: Mathematics >> Probability & Statistics - Stochastic Processes
ilość książek w kategorii: 510
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Stochastic Interest Rates
ISBN: 9781107002579 / Angielski / Twarda / 172 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a...
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existin...
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cena:
339,01 zł |
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Stochastic Calculus for Quantitative Finance
ISBN: 9781785480348 / Angielski / Twarda / 208 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all necessary attributes in stochastic calculus that are required for applications of the theory of... In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Th... |
cena:
370,71 zł |
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Elements of Stochastic Dynamics
ISBN: 9789814723329 / Angielski / Twarda / 552 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in fields such as physics, chemistry, biology, ecology, economy, finance, and many branches of engineering including Mechanical, Ocean, Civil, Bio, and Earthquake Engineering.Elements of Stochastic Dynamics aims to meet the growing need to understand and master the subject by introducing fundamentals to researchers who want to explore stochastic dynamics in their fields and serving as a textbook for...
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and m...
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cena:
546,32 zł |
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Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
ISBN: 9783319033525 / Angielski / Miękka / 342 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author's previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a...
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochasti...
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cena:
403,47 zł |
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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
ISBN: 9781498746229 / Angielski / Twarda / 310 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Developed from the author s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo... Developed from the author s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear |
cena:
438,95 zł |
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Inequalities in Analysis and Probability (Second Edition)
ISBN: 9789813143982 / Angielski / Twarda / 308 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial point processes and stochastic integration with respect to local...
The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalitie...
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cena:
443,88 zł |
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Risk and Stochastics: Ragnar Norberg
ISBN: 9781786341945 / Angielski / Twarda / 320 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, finance, probability and statistics to celebrate the achievements of Professor Ragnar Norberg as he turns 70.This book is a collection of articles written by speakers of the conference, themselves respected academics who have influenced and been influenced by the life and work of Professor Norberg. Celebrated in this book are his professional and academic achievements, most significantly the instrumental work he put into setting up the...
The Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial scie...
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cena:
512,17 zł |
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Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications (Second Edition)
ISBN: 9789813149243 / Angielski / Twarda / 356 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the...
The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulatio...
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cena:
560,94 zł |
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Stochastic Methods in Asset Pricing
ISBN: 9780262036559 / Angielski / Twarda / 632 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic... This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, s... |
cena:
363,16 zł |
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Statistical Methods
ISBN: 9789385516542 / Angielski / Twarda / 158 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
629,23 zł |
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Crowds in Equations: An Introduction to the Microscopic Modeling of Crowds
ISBN: 9781786345516 / Angielski / Twarda / 200 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
341,45 zł |
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Mathematical Foundations of Nature-Inspired Algorithms
ISBN: 9783030169350 / Angielski / Miękka / 107 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
242,07 zł |
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Quantum Probability and Related Topics: Volume VIII
ISBN: 9789810211417 / Angielski / Miękka / 376 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
273,16 zł |
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Stochastic Complexity in Statistical Inquiry
ISBN: 9789971508593 / Angielski Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
278,03 zł |
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Modeling Anomalous Diffusion: From Statistics to Mathematics
ISBN: 9789811212994 / Angielski / Twarda / 268 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
439,01 zł |
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Quantum Bio-Informatics VI: From Quantum Information to Bio-Informatics - Proceedings of Quantum Bio-Informatics 2014
ISBN: 9789811217821 / Angielski / Twarda / 208 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
487,78 zł |
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Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems
ISBN: 9783030418458 / Angielski / Twarda / 365 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
605,23 zł |
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Modelling Non-Markovian Quantum Systems Using Tensor Networks
ISBN: 9783030549749 / Angielski / Twarda / 103 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
524,53 zł |
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Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains
ISBN: 9783030566777 / Angielski / Miękka / 120 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
201,72 zł |
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Mathematical Modeling and Computation of Real-Time Problems: An Interdisciplinary Approach
ISBN: 9780367517434 / Angielski / Twarda / 220 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
cena:
780,44 zł |
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