Rama Cont – författare
Visar alla böcker från författaren Rama Cont. Handla med fri frakt och snabb leverans.
6 produkter
Financial Modelling with Jump Processes
Inbunden, 2003
2141 kr
Lägg i varukorg
WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for …
Financial Modelling with Jump Processes
E-bok, 2003
2026 kr
Lägg i varukorg
WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for …
Financial Modelling with Jump Processes
E-bok, 2003
2026 kr
Lägg i varukorg
WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for …
Stochastic Integration by Parts and Functional Itô Calculus
Av Vlad Bally, Lucia Caramellino m. fl.
Häftad, 2016
333 kr
Lägg i varukorg
This volume contains lecture notes from the coursesgiven by Vlad Bally and Rama Cont at the Barcelona Summer School on StochasticAnalysis (July 2012).The notes of the course by Vlad Bally, co-authoredwith Lucia Caramellino, develop integration by parts formulas in an abstractsetting, extending …
Stochastic Integration by Parts and Functional Ito Calculus
Av Rama Cont, Lucia Caramellino m. fl.
E-bok, 2016
367 kr
Lägg i varukorg
This volume contains lecture notes from the coursesgiven by Vlad Bally and Rama Cont at the Barcelona Summer School on StochasticAnalysis (July 2012). The notes of the course by Vlad Bally, co-authoredwith Lucia Caramellino, develop integration by parts formulas in an abstractsetting, extending …
