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Analytically Tractable Stochastic Stock Price Models, Gulisashvili


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Цена: 92340T
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Автор: Gulisashvili
Название:  Analytically Tractable Stochastic Stock Price Models   (Гулишашвили: Аналитическая трактовка стохастических моделей акций)
Издательство: Springer
Классификация:
ISBN: 3642312136
ISBN-13(EAN): 9783642312137
Обложка/Формат: Hardcover
Страницы: 363
Вес: 0.702 кг.
Дата издания: 01.09.2012
Серия: Springer Finance
Язык: English
Иллюстрации: XVIII, 362 p.
Размер: 162 x 240 x 25
Читательская аудитория: Science
Поставляется из: Германии
Описание: Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a stochastic process. For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility. One of the authors main goals is to provide sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions, and implied volatilities in various stochastic volatility models. The author also establishes sharp asymptotic formulas for the implied volatility at extreme strikes in general stochastic stock price models. The present volume is addressed to researchers and graduate students working in the area of financial mathematics, analysis, or probability theory. The reader is expected to be familiar with elements of classical analysis, stochastic analysis and probability theory.
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      Старое издание
Analytically Tractable Stochastic Stock Price Models

Название: Analytically Tractable Stochastic Stock Price Models
ISBN: 3642312144 ISBN-13(EAN): 9783642312144
Издательство: Springer
Цена: T
Наличие на складе: Невозможна поставка.


Theory of Stochastic Differential Equations with Jumps and Applications / Mathematical and Analytical Techniques with Applications to Engineering

Автор: SITU Rong
Название: Theory of Stochastic Differential Equations with Jumps and Applications / Mathematical and Analytical Techniques with Applications to Engineering
ISBN: 0387250832 ISBN-13(EAN): 9780387250830
Издательство: Springer
Рейтинг:
Цена: 215880 T
Наличие на складе: Поставка под заказ.
Описание: Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.

Analytical and Stochastic Modeling Techniques and Applications

Автор: Al-Begain
Название: Analytical and Stochastic Modeling Techniques and Applications
ISBN: 3642217125 ISBN-13(EAN): 9783642217128
Издательство: Springer
Цена: 80840 T
Наличие на складе: Поставка под заказ.
Описание: This book constitutes the refereed proceedings of the 18th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2011, held in Venice, Italyin June 2011.The 24 revised full papers presented were carefully reviewed and selected from many submissions.The papers are organized in topical sections on queueing theory, software and computer systems, statistics and inference, telecommunication networks, and performance and performability. 

Statistical Hydrodynamic Models for Developed Mixing Instability Flows / Analytical  "0D " Evaluation Criteria, and Comparison of Single-and Two-Phase Flow Approaches

Автор: Llor Antoine
Название: Statistical Hydrodynamic Models for Developed Mixing Instability Flows / Analytical "0D " Evaluation Criteria, and Comparison of Single-and Two-Phase Flow Approaches
ISBN: 3540283307 ISBN-13(EAN): 9783540283300
Издательство: Springer
Рейтинг:
Цена: 57690 T
Наличие на складе: Поставка под заказ.
Описание: Part textbook, part exploratory work, this book aims to raise the awareness of students, physicists, and engineers in turbulence on the modeling of gravitationally induced turbulent mixing flows as produced, for instance, by Rayleigh-Taylor instabilities. The discussion is centered on the differences between single-fluid and two-fluid approaches, and it is illustrated with a 0D analysis of two specific elementary models in common use. Important deviations are shown to appear on many features, among others the prominence of directed energy, the simultaneous restitution of test cases, the responses to variable acceleration and shocks, and the behavior of various length scales.

Analytical Modeling of Solute Transport in Groundw ater: Using Models to Understand the Effect of Nat ural Processes on Contaminant Fate and Transport

Автор: Goltz
Название: Analytical Modeling of Solute Transport in Groundw ater: Using Models to Understand the Effect of Nat ural Processes on Contaminant Fate and Transport
ISBN: 0470242345 ISBN-13(EAN): 9780470242346
Издательство: Wiley
Рейтинг:
Цена: 108560 T
Наличие на складе: Поставка под заказ.
Описание: A strong teaching tool, this book goes well beyond previous endeavors in its ability to not only teach the models used in hydrogeology, but apply and understand their impacts.

Tractable Models of Solid Mechanics

Автор: Oleg V. Gendelman; Leonid I. Manevitch
Название: Tractable Models of Solid Mechanics
ISBN: 3642266622 ISBN-13(EAN): 9783642266621
Издательство: Springer
Рейтинг:
Цена: 215870 T
Наличие на складе: Поставка под заказ.
Описание: This book describes significant tractable models-new and old-used in solid mechanics. They are selected to illustrate the concepts allowing scientists to describe complicated effects in a simple manner, and to clarify basic notations of solid mechanics.

Tractable Models of Solid Mechanics

Автор: Manevitch
Название: Tractable Models of Solid Mechanics
ISBN: 3642153712 ISBN-13(EAN): 9783642153716
Издательство: Springer
Рейтинг:
Цена: 215880 T
Наличие на складе: Поставка под заказ.
Описание: This book describes significant tractable models used in solid mechanics - classical models used in modern mechanics as well as new ones. The models are selected to illustrate the main ideas which allow scientists to describe complicated effects in a simple manner and to clarify basic notations of solid mechanics. A model is considered to be tractable if it is based on clear physical assumptions which allow the selection of significant effects and relatively simple mathematical formulations. The first part of the book briefly reviews classical tractable models for a simple description of complex effects developed from the 18th to the 20th century and widely used in modern mechanics. The second part describes systematically the new tractable models used today for the treatment of increasingly complex mechanical objects – from systems with two degrees of freedom to three-dimensional continuous objects.

Analytical and Stochastic Modeling Techniques and Applications

Автор: Khalid Al-Begain; Dieter Fiems; G?bor Horv?th
Название: Analytical and Stochastic Modeling Techniques and Applications
ISBN: 3642022049 ISBN-13(EAN): 9783642022043
Издательство: Springer
Рейтинг:
Цена: 100470 T
Наличие на складе: Поставка под заказ.
Описание: This book constitutes the refereed proceedings of the 16th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 2009, held in Madrid, Spain, in June 2009 in conjunction with ECMS 2009, the 23nd European Conference on Modeling and Simulation. queueing & scheduling in telecommunication networks;

Analytical and Stochastic Modelling Techniques and Applications

Автор: Wittevrongel
Название: Analytical and Stochastic Modelling Techniques and Applications
ISBN: 3319439030 ISBN-13(EAN): 9783319439037
Издательство: Springer
Рейтинг:
Цена: 66990 T
Наличие на складе: Поставка под заказ.
Описание: This book constitutes the refereed proceedings of the 23rd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2016, held in Cardiff, UK, in August 2016.The 21 full papers presented in this book were carefully reviewed and selected from 30 submissions. The papers discuss the latest developments in analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theory, etc.

Analytical and Stochastic Modeling Techniques and Applications

Автор: Khalid Al-Begain; Armin Heindl; Miklos Telek
Название: Analytical and Stochastic Modeling Techniques and Applications
ISBN: 354068980X ISBN-13(EAN): 9783540689805
Издательство: Springer
Рейтинг:
Цена: 80840 T
Наличие на складе: Поставка под заказ.

Analytical and Stochastic Modeling Techniques and Applications

Автор: Al-Begain
Название: Analytical and Stochastic Modeling Techniques and Applications
ISBN: 3642307817 ISBN-13(EAN): 9783642307812
Издательство: Springer
Цена: 69290 T
Наличие на складе: Поставка под заказ.
Описание: This book constitutes the refereed proceedings of the 19th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2012, held in Grenoble, France, in June 2012. The 20 revised full papers presented were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on queueing systems; networking applications; Markov chains; stochastic modelling.

Analytical and Stochastic Modeling Techniques and Applications

Автор: Khalid Al-Begain; Dieter Fiems; William Knottenbel
Название: Analytical and Stochastic Modeling Techniques and Applications
ISBN: 3642135676 ISBN-13(EAN): 9783642135675
Издательство: Springer
Цена: 103940 T
Наличие на складе: Поставка под заказ.

Advanced Analytical Models + DVD: Over 800 Models and 300 Applications from the Basel II Accord to W all Street and Beyond

Автор: Mun
Название: Advanced Analytical Models + DVD: Over 800 Models and 300 Applications from the Basel II Accord to W all Street and Beyond
ISBN: 047017921X ISBN-13(EAN): 9780470179215
Издательство: Wiley
Рейтинг:
Цена: 137500 T
Наличие на складе: Поставка под заказ.
Описание: If you're seeking solutions to advanced and even esoteric problems, "Advanced Analytical Models" goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications - including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you need to quantitatively assess risk in a range of areas, whether you are a risk manager, business decision-maker, or investor.


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