stochastic model
1Stochastic Simulation and Applications in Finance with MATLAB Programs , Issouf Soumare
Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential… 10424.97 руб электронная книга2Stochastic Geometry for Image Analysis , Xavier Descombes
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for… 12877.82 руб электронная книга3Stochastic Risk Analysis and Management , Boris Harlamov
The author investigates the Cramer–Lundberg model, collecting the most interesting theorems and methods, which estimate probability of default for a company of insurance business. These offer… 8879.91 руб электронная книга4Discrete-time Asset Pricing Models in Applied Stochastic Finance , P. C. G. Vassiliou
Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping… 14204.63 руб электронная книга5The Heston Model and its Extensions in Matlab and C# , Steven Heston L.
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity… 8780.33 руб электронная книга6Multiple-point Geostatistics. Stochastic Modeling with Training Images , Professor Caers Jef
This book provides a comprehensive introduction to multiple-point geostatistics, where spatial continuity is described using training images. Multiple-point geostatistics aims at bridging the gap… 10342.92 руб электронная книга7Introduction to Probability and Stochastic Processes with Applications , Viswanathan Arunachalam
An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment… 10578.82 руб электронная книга8The SABR_LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives , Riccardo Rebonato
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla… 9188.33 руб электронная книга9First Hitting Time Regression Models. Lifetime Data Analysis Based on Underlying Stochastic Processes , Chrysseis Caroni
This book aims to promote regression methods for analyzing lifetime (or time-to-event) data that are based on a representation of the underlying process, and are therefore likely to offer greater… 8493.82 руб электронная книга10Basic Stochastic Processes , Jacques Janssen
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential… 10038.89 руб электронная книга
