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Búsqueda: Stochastic Calculus of (6) |
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![Stochastic Calculus of Variations in Mathematical Finance.]() |
... -540-43431-3 edic.2006 Malliavin calculus provides an infinite-dimensional differential ... in the context of continuous paths stochastic processes. The calculus includes formulae of ... with an exposition from scratch of this theory. Greeks (price sensitivities) ...  |
56.10€
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![Probability: Modeling and Applications to Random Processes.]() |
... 2006 This book takes an innovative approach to calculus-based probability theory, considering it within a ... phenomena. The author focuses on the synthesis of stochastic models concurrent with the development of distribution theory while also introducing the ... |
118.20€
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![Introductory Stochastic Analysis for Finance and Insurance.]() |
... -471-71642-1 edic.2006 Introductory Stochastic Finance for Actuaries is an introductory ... actuaries who would like to learn stochastic modeling techniques in a user- ... introduces the basic theories of stochastic processes and stochastic calculus, and provides ... |
91.95€
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![Introduction to Stochastic Integration.]() |
... -5 edic.2006 The theory of stochastic integration, also called the Ito calculus, has a ... people without much mathematical background. The Ito calculus was originally motivated by the construction of Markov diffusion processes from infinitesimal generators. ... |
53.60€
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![In Memoriam Paul-Andre Meyer: Seminaire De Probabilites]() |
... -30994-2 edic.2006 The 39th volume of Seminaire de Probabilites is a tribute to the memory of Paul Andre Meyer. His life and achievements are ... contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their ... |
49.85€
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![From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift]() |
... mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is ... range from the disorder problems to stochastic calculus and their applications to mathematical ... economics and finance. A full biobibliography of Shiryaev's works is ... |
99.70€
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