Автор: Spivak Michael Название: Calculus ISBN: 0521867444 ISBN-13(EAN): 9780521867443 Издательство: Cambridge Academ Рейтинг: Цена: 51750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Spivak`s celebrated Calculus combines leisurely explanations, a profusion of examples, a wide range of exercises and plenty of illustrations in an easy-going approach that enlightens difficult concepts and rewards effort. Ideal for honours students and mathematics majors seeking an alternative to doorstop textbooks and more formidable introductions to real analysis.
Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Chin Eric, Olafsson Sverrir, Nel Dian Название: Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus ISBN: 1119965837 ISBN-13(EAN): 9781119965831 Издательство: Wiley Рейтинг: Цена: 44350.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 55890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: Joseph L. McCauley Название: Stochastic Calculus and Differential Equations for Physics and Finance ISBN: 0521763401 ISBN-13(EAN): 9780521763400 Издательство: Cambridge Academ Рейтинг: Цена: 132000.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice.
Автор: Yu. Kabanov; R. Liptser; J. Stoyanov Название: From Stochastic Calculus to Mathematical Finance ISBN: 3642068030 ISBN-13(EAN): 9783642068034 Издательство: Springer Рейтинг: Цена: 74490.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaev's works is included.
The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.
Автор: Paul Malliavin; Anton Thalmaier Название: Stochastic Calculus of Variations in Mathematical Finance ISBN: 3642077838 ISBN-13(EAN): 9783642077838 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Highly esteemed author Topics covered are relevant and timely
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 46540.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Steele, J.michael Название: Stochastic calculus and financial applications ISBN: 1441928626 ISBN-13(EAN): 9781441928627 Издательство: Springer Рейтинг: Цена: 69830.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: "As the preface says, `This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract`.
Название: Stochastic Calculus and Applications ISBN: 149392866X ISBN-13(EAN): 9781493928668 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
Автор: Mikosch, Thomas Название: Elementary Stochastic Calculus, with Finance in View ISBN: 9810235437 ISBN-13(EAN): 9789810235437 Издательство: World Scientific Publishing Рейтинг: Цена: 50690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.
Автор: Hassler, Uwe Название: Stochastic processes and calculus ISBN: 3319234277 ISBN-13(EAN): 9783319234274 Издательство: Springer Рейтинг: Цена: 69870.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Stochastic Processes and Calculus
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