Nicolas Privault – författare
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22 produkter
Introduction to Stochastic Finance with Market Examples
E-bok, 2022
1714 kr
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Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in …
Introduction to Stochastic Finance with Market Examples
E-bok, 2022
1714 kr
Lägg i varukorg
Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in …
Financial Risk Analytics
A Mathematical Introduction with R and Python
Inbunden, 2027
1508 kr
Kommande
Based on graduate-level courses at Nanyang Technological University in Singapore, this engaging textbook presents mathematical tools used for financial risk modeling and related analytics. Organized into three parts, the book begins with stochastic modeling. Part II focuses on classical risk …
Financial Risk Analytics
A Mathematical Introduction with R and Python
Häftad, 2027
621 kr
Kommande
Based on graduate-level courses at Nanyang Technological University in Singapore, this engaging textbook presents mathematical tools used for financial risk modeling and related analytics. Organized into three parts, the book begins with stochastic modeling. Part II focuses on classical risk …
Introduction to Stochastic Finance with Market Examples
Inbunden, 2022
1838 kr
Lägg i varukorg
Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in …
Probability on Real Lie Algebras
Av Uwe Franz, Nicolas Privault
Inbunden, 2016
1970 kr
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This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations …
Discrete Stochastic Processes
Tools for Machine Learning and Data Science
Häftad, 2024
607 kr
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This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using …
Discrete Stochastic Processes
Tools for Machine Learning and Data Science
E-bok, 2024
815 kr
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This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using …
Stochastic Analysis with Financial Applications
Hong Kong 2009
Av Arturo Kohatsu-Higa, Nicolas Privault m. fl.
Inbunden, 2011
1098 kr
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Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of …
Stochastic Analysis with Financial Applications
Hong Kong 2009
Av Shuenn-Jyi Sheu, Nicolas Privault m. fl.
E-bok, 2011
1427 kr
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Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of …
Stochastic Analysis with Financial Applications
Hong Kong 2009
Av Arturo Kohatsu-Higa, Nicolas Privault m. fl.
Häftad, 2013
1098 kr
Lägg i varukorg
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of …
Stochastic Analysis in Discrete and Continuous Settings
With Normal Martingales
Häftad, 2009
551 kr
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This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The …
Stochastic Analysis in Discrete and Continuous Settings
With Normal Martingales
E-bok, 2009
734 kr
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This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The …
STOCHASTIC INTEREST RATE MODELING WITH FIXED INCOME DERIVATIVE PRICING (THIRD EDITION)
Inbunden, 2021
1644 kr
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This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and …
Understanding Markov Chains
Examples and Applications
Häftad, 2018
573 kr
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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as …
Understanding Markov Chains
Examples and Applications
E-bok, 2018
571 kr
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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as …
ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN
Inbunden, 2008
1121 kr
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This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The models considered range from standard short rate to forward rate models and include more advanced …
ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION)
Inbunden, 2012
1204 kr
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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each …
Understanding Markov Chains
Examples and Applications
E-bok, 2013
489 kr
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This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and …
Understanding Markov Chains
Examples and Applications
Häftad, 2026
550 kr
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This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to the computation of average hitting times and ruin probabilities. It also discusses …
Understanding Markov Chains
Examples and Applications
E-bok, 2026
734 kr
Lägg i varukorg
This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to the computation of average hitting times and ruin probabilities. It also discusses …
