stochastic processes
21Problems and Solutions in Mathematical Finance. Stochastic Calculus , Eric Chin
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally… 4227.57 руб электронная книга22A Modern Theory of Random Variation. With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration , Patrick Muldowney
A ground-breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects… 9912.02 руб электронная книга23Discrete Time Branching Processes in Random Environment , Gotz Kersting
Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching… 10424.97 руб электронная книга24Degradation Processes in Reliability , Waltraud Kahle
“Degradation process” refers to many types of reliability models, which correspond to various kinds of stochastic processes used for deterioration modeling. This book focuses on the case of a… 9652.07 руб электронная книга25Statistical Inference for Piecewise-deterministic Markov Processes , Romain Azais
Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance… Such processes are defined by… 9430.73 руб электронная книга26Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes. Application to Reliability , Francois Dufour
Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the… 9336.32 руб электронная книга27Measure, Probability, and Mathematical Finance. A Problem-Oriented Approach , Guojun Gan
An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind… 10810.32 руб электронная книга28Handbook of High-Frequency Trading and Modeling in Finance , Ionut Florescu
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic… 11582.49 руб электронная книга29Delayed and Network Queues , Aliakbar Haghighi Montazer
Presents an introduction to differential equations, probability, and stochastic processes with real-world applications of queues with delay and delayed network queues Featuring recent advances in… 9265.99 руб электронная книга30The Mathematics of Derivatives Securities with Applications in MATLAB , Mario Cerrato
Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the demand for people with high numeracy skills is… 5853.56 руб электронная книга