Philip Protter – författare
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15 produkter
Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
Av Fred Espen Benth, Dan Crisan m. fl.
Häftad, 2013
551 kr
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The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and …
Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
Av Philip Protter, Colm Nee m. fl.
E-bok, 2013
718 kr
Lägg i varukorg
The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and …
Stochastic Integration and Differential Equations
Inbunden, 2003
1316 kr
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It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the …
Probability Essentials
Häftad, 2002
769 kr
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We present here a one semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated …
Probabilistic Models for Nonlinear Partial Differential Equations
Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995
Av Carl Graham, Thomas G. Kurtz m. fl.
Häftad, 1996
552 kr
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The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of …
Probabilistic Models for Nonlinear Partial Differential Equations
Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995
Av Denis Talay, Mario Pulvirenti m. fl.
E-bok, 2006
734 kr
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The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE''s and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of …
Stochastic Integration and Differential Equations
Häftad, 2010
1316 kr
Lägg i varukorg
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the …
Discretization of Processes
Inbunden, 2011
1643 kr
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In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are …
Discretization of Processes
E-bok, 2011
2065 kr
Lägg i varukorg
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are …
Discretization of Processes
Häftad, 2013
1643 kr
Lägg i varukorg
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are …
Probability Essentials
E-bok, 2012
1174 kr
Lägg i varukorg
We present here a one-semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated …
Probability Essentials
E-bok, 2012
897 kr
Lägg i varukorg
We present here a one semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated …
Stochastic Integration and Differential Equations
A New Approach
E-bok, 2013
1174 kr
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The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July, 1984. Faced with the problem of teaching stochastic integration in only a few weeks, I realized that the work of C. Dellacherie [2] …
Stochastic Integration and Differential Equations
E-bok, 2013
1785 kr
Lägg i varukorg
It has been 15 years since the first edition of Stochastic Integration and Differential Equations , A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the …
