Contract Theory: Discrete- and Continuous-Time Models, Sung
Автор: Jarrow Robert A. Название: Continuous-Time Asset Pricing Theory: A Martingale-Based Approach ISBN: 3030744094 ISBN-13(EAN): 9783030744090 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book draws together empirical contributions which focus on conceptualising the lived realities of time and temporality in migrant lives and journeys. This book both conceptualises and realises the lived experiences of time with regard to those who are afforded minimal autonomy over their own time: people living in and between borders.
Автор: Chu, Eleanor Название: Discrete and Continuous Fourier Transforms ISBN: 0367452693 ISBN-13(EAN): 9780367452698 Издательство: Taylor&Francis Рейтинг: Цена: 63280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This accessible, self-contained book presents the fundamentals of Fourier analysis and their deployment in signal processing using DFT and FFT algorithms. It provides meaningful interpretations of essential formulas in the context of applications. The text comprehensively covers the DFT of windowed sequences, various discrete convolution algorithms
Автор: Merton, Robert C. Название: Continuous-time Finance ISBN: 0631185089 ISBN-13(EAN): 9780631185086 Издательство: Wiley Рейтинг: Цена: 68590.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Merton provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. He covers individual financial choice, corporate finance, financial intermediation, capital markets and selected topics on the interface between private and public finance.
Автор: Yasumichi Hasegawa Название: System Theory of Continuous Time Finite Dimensional Dynamical Systems ISBN: 3030304795 ISBN-13(EAN): 9783030304799 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book discusses the realization and control problems of finite-dimensional dynamical systems which contain linear and nonlinear systems. The author focuses on algebraic methods for the discussion of control problems of linear and non-linear dynamical systems.
Автор: Huyen Pham Название: Continuous-time Stochastic Control and Optimization with Financial Applications ISBN: 3540894993 ISBN-13(EAN): 9783540894995 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
Автор: Robeva, Raina Название: Mathematical Concepts And Methods In Modern Biology ISBN: 0124157807 ISBN-13(EAN): 9780124157804 Издательство: Elsevier Science Рейтинг: Цена: 77470.00 T Наличие на складе: Нет в наличии. Описание: Offers a quantitative framework for analyzing, predicting, and modulating the behavior of complex biological systems. This book presents important mathematical concepts, methods and tools in the context of essential questions raised in modern biology. It spans several mathematical techniques at basic to advanced levels.
Автор: Hainaut Название: Continuous Time Processes for Finance ISBN: 3031063635 ISBN-13(EAN): 9783031063633 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Нет в наличии. Описание: This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a presentation of their mathematical features and applications to stocks and interest rates, the estimation with the Hamilton filter and Markov Chain Monte-Carlo algorithm (MCMC) is detailed. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets. These processes recently receive a lot of attention from researchers and we focus here on its econometric estimation and its simulation. A chapter is dedicated to estimation of stochastic volatility models. Two chapters are dedicated to the fractional Brownian motion and Gaussian fields. After a summary of their features, we present applications for stock and interest rate modeling. Two chapters focuses on sub-diffusions that allows to replicate illiquidity in financial markets. This book targets undergraduate students who have followed a first course of stochastic finance and practitioners as quantitative analyst or actuaries working in risk management.
Автор: Hainaut Название: Continuous Time Processes for Finance ISBN: 3031063600 ISBN-13(EAN): 9783031063602 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
Автор: Alberto Barchielli; Matteo Gregoratti Название: Quantum Trajectories and Measurements in Continuous Time ISBN: 3642012973 ISBN-13(EAN): 9783642012976 Издательство: Springer Рейтинг: Цена: 74490.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A course-based monograph that introduces the theory of continuous measurements in quantum mechanics and provides some benchmark applications. It introduces the tools of probability theory and quantum measurement theory.
Автор: Hastings Название: Financial Mathematics From Discrete ISBN: 1498780407 ISBN-13(EAN): 9781498780407 Издательство: Taylor&Francis Рейтинг: Цена: 91860.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is a study of the mathematical ideas and techniques that are important to the two main arms of the area of Financial Mathematics: portfolio optimization and derivative valuation. The text is authored for courses taken by advanced undergraduates, MBA, or other students in quantitative finance programs.
Автор: Atle Seierstad Название: Stochastic Control in Discrete and Continuous Time ISBN: 1441945695 ISBN-13(EAN): 9781441945693 Издательство: Springer Рейтинг: Цена: 43740.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.
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