Sari: Chapman and Hall/CRC Financial Mathematics Series
(Ilmumisaeg: 23-Dec-2024, PDF+DRM, Kirjastus: Taylor & Francis Ltd, ISBN-13: 9781040262993)
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, M...Loe edasi...
Sari: Chapman and Hall/CRC Financial Mathematics Series
(Ilmumisaeg: 23-Dec-2024, EPUB+DRM, Kirjastus: Taylor & Francis Ltd, ISBN-13: 9781040263006)
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, M...Loe edasi...
(Ilmumisaeg: 27-Aug-2024, EPUB+DRM, Kirjastus: World Scientific Europe Ltd, ISBN-13: 9781800615588)
Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus...Loe edasi...
(Ilmumisaeg: 27-Aug-2024, PDF+DRM, Kirjastus: World Scientific Europe Ltd, ISBN-13: 9781800615588)
Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus...Loe edasi...
(Ilmumisaeg: 22-Apr-2024, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811287480)
Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, th...Loe edasi...
(Ilmumisaeg: 22-Apr-2024, EPUB+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811287480)
Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, th...Loe edasi...
Sari: Routledge Advanced Texts in Economics and Finance
(Ilmumisaeg: 28-Feb-2024, PDF+DRM, Kirjastus: Taylor & Francis Ltd, ISBN-13: 9781003855200)
This book is an easy-to-understand guide to modeling productivity and efficiency using modern statistical tools. It introduces readers to the fundamentals of stochastic frontier analysis (SFA) and gradually takes them to the forefront of academic res...Loe edasi...
Sari: Routledge Advanced Texts in Economics and Finance
(Ilmumisaeg: 28-Feb-2024, EPUB+DRM, Kirjastus: Taylor & Francis Ltd, ISBN-13: 9781003855217)
This book is an easy-to-understand guide to modeling productivity and efficiency using modern statistical tools. It introduces readers to the fundamentals of stochastic frontier analysis (SFA) and gradually takes them to the forefront of academic res...Loe edasi...
Sari: International Series in Operations Research & Management Science
(Ilmumisaeg: 12-Jan-2024, PDF+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031401800)
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs....Loe edasi...
Sari: International Series in Operations Research & Management Science
(Ilmumisaeg: 12-Jan-2024, EPUB+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031401800)
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs....Loe edasi...
(Ilmumisaeg: 21-Nov-2023, PDF+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811283284)
This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riema...Loe edasi...
(Ilmumisaeg: 21-Nov-2023, EPUB+DRM, Kirjastus: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789811283284)
This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riema...Loe edasi...
Sari: Synthesis Lectures on Learning, Networks, and Algorithms
(Ilmumisaeg: 19-Jun-2023, PDF+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031315978)
This book introduces the Learning-Augmented Network Optimization (LANO) paradigm, which interconnects network optimization with the emerging AI theory and algorithms and has been receiving a growing attention in network research. The authors present...Loe edasi...
Sari: Synthesis Lectures on Learning, Networks, and Algorithms
(Ilmumisaeg: 19-Jun-2023, EPUB+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031315978)
This book introduces the Learning-Augmented Network Optimization (LANO) paradigm, which interconnects network optimization with the emerging AI theory and algorithms and has been receiving a growing attention in network research. The authors present...Loe edasi...
(Ilmumisaeg: 02-Apr-2023, PDF+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031253263)
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, t...Loe edasi...
(Ilmumisaeg: 02-Apr-2023, EPUB+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031253263)
The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, t...Loe edasi...
(Ilmumisaeg: 23-Mar-2023, EPUB+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031238703)
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatiliti...Loe edasi...
(Ilmumisaeg: 23-Mar-2023, PDF+DRM, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031238703)
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatiliti...Loe edasi...
