Contagion Phenomena with Applications in Finance, Christian Gourieroux

Автор: Metzler Ralf
Название: First-passage Phenomena and Their Applications
ISBN: 9814590282 ISBN-13(EAN): 9789814590280
Издательство: World Scientific Publishing
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Цена: 205920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic.

Автор: Damgov, Vladimir
Название: Nonlinear and parametric phenomena: theory and applications in radiophysical and mechanical systems
ISBN: 9810230516 ISBN-13(EAN): 9789810230517
Издательство: World Scientific Publishing
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Цена: 183750.00 T
Наличие на складе: Невозможна поставка.
Описание: A broad panorama of phenomena occuring in four major classes of radiophysical and mechanical systems - linear, nonlinear, parametric and nonlinear parametric - this text is presented in a user-friendly form, allowing its further direct application to research practices.

Автор: Tsoi Allanus Et Al
Название: Stochastic Analysis, Stochastic Systems, And Applications To Finance
ISBN: 9814355704 ISBN-13(EAN): 9789814355704
Издательство: World Scientific Publishing
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Цена: 85530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduces some advanced topics in probability theories - both pure and applied. This book deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. It discusses some applications of optimization theories, martingale measure theories, and asset trading modeling.