Francesca Biagini - Böcker
Visar alla böcker från författaren Francesca Biagini. Handla med fri frakt och snabb leverans.
6 produkter
6 produkter
433 kr
Skickas inom 10-15 vardagar
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include portfolio choice, mitigating credit risk and comparing risky alternatives.This book will be a useful study aid for students and researchers of actuarial science or risk management as well as practitioners.
1 392 kr
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance.
1 392 kr
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.
1 073 kr
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This book provides an overview of network science from the perspective of diverse academic fields, offering insights into the various research areas within network science.
1 073 kr
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This book provides an overview of network science from the perspective of diverse academic fields, offering insights into the various research areas within network science.
Del 98 - UNITEXT
Elements of Probability and Statistics
An Introduction to Probability with de Finetti’s Approach and to Bayesian Statistics
Häftad, Engelska, 2016
646 kr
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This book provides an introduction to elementary probability and to Bayesian statistics using de Finetti's subjectivist approach. The subjective evaluation of expectation and of conditional expectation is based on an economic choice of an acceptable bet or penalty.