Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 07-May-2015, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814678605)
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to u...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 07-May-2015, EPUB+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814678605)
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to u...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 20-Nov-2014, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814569859)
This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines, Laws of Large Numbers, interactions and random media.Although this book is mainly written for math...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 20-Nov-2014, EPUB+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814569859)
This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines, Laws of Large Numbers, interactions and random media.Although this book is mainly written for math...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 21-Jul-2014, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814578066)
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.This book shows how to use risk-sensitive investment management...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 21-Jul-2014, EPUB+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814578066)
Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.This book shows how to use risk-sensitive investment management...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 23-Sep-2013, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814452663)
Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this dir...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 23-Sep-2013, EPUB+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814452663)
Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this dir...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 04-Oct-2012, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814401869)
Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and importance. This unique monograph presents a unified approach to the modeling and analysis of such...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 04-May-2012, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814401647)
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of conce...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 18-May-2011, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814462150)
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a syste...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 04-Nov-2010, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789813108004)
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to u...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 09-Sep-2010, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814466929)
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundbergs inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size di...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 13-Oct-2008, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789813107304)
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The models considered range from standard short rate to...Loe edasi...
Fred Espen Benth, Steen Koekebakker, Jurate Saltyte-benth
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 14-Apr-2008, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814471312)
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbal...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 05-Sep-2007, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814474573)
This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 28-Mar-2002, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814488617)
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Levy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach,...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 24-Jul-2000, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814500326)
The book is a comprehensive treatment of classical and modern ruin probability theory. Some of the topics are Lundbergs inequality, the Cramer-Lundberg approximation, exact solutions, other approximations (eg. for heavy-tailed claim size distributio...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 04-Jul-2000, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814494151)
This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is "e;how to construct asymptotically optimal decisions if we know the structure of optimal decisions f...Loe edasi...
Sari: Advanced Series on Statistical Science & Applied Probability
(Ilmumisaeg: 15-Jan-1999, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814495660)
This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic fi...Loe edasi...
