Rene Carmona – författare
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30 produkter
Practical Time-Frequency Analysis
Gabor and Wavelet Transforms, with an Implementation in S
Av Bruno Torresani, Wen-Liang Hwang m. fl.
E-bok, 1998
864 kr
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Time frequency analysis has been the object of intense research activity in the last decade. This book gives a self-contained account of methods recently introduced to analyze mathematical functions and signals simultaneously in terms of time and frequency variables. The book gives a detailed …
Statistical Analysis of Financial Data in S-Plus
Av Rene Carmona
E-bok, 2006
1247 kr
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This book develops the use of statistical data analysis in finance, and it uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. It is divided into three parts. Part I, Exploratory Data Analysis, reviews the most …
Indifference Pricing
Theory and Applications
Av René Carmona
Inbunden, 2009
1432 kr
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This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. Rene Carmona brings together a who's who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, …
Indifference Pricing
Theory and Applications
Av Rene Carmona
E-bok, 2008
1962 kr
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This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who''s who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, …
Statistical Analysis of Financial Data in R
Av René Carmona
Inbunden, 2013
1858 kr
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Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics …
Statistical Analysis of Financial Data in R
Av Rene Carmona
E-bok, 2013
1720 kr
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Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics …
Statistical Analysis of Financial Data in R
Av René Carmona
Häftad, 2016
1305 kr
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Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics …
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Av René Carmona
Häftad, 2016
1128 kr
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The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in …
Probabilistic Theory of Mean Field Games with Applications II
Mean Field Games with Common Noise and Master Equations
Av René Carmona, François Delarue
Häftad, 2019
1532 kr
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II …
Probabilistic Theory of Mean Field Games with Applications I
Mean Field FBSDEs, Control, and Games
Av René Carmona, François Delarue
Häftad, 2019
1750 kr
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume I of the …
Probabilistic Theory of Mean Field Games with Applications II
Mean Field Games with Common Noise and Master Equations
Av René Carmona, François Delarue
Inbunden, 2018
1532 kr
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II …
Probabilistic Theory of Mean Field Games with Applications II
Mean Field Games with Common Noise and Master Equations
Av Francois Delarue, Rene Carmona
E-bok, 2018
1825 kr
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II …
Probabilistic Theory of Mean Field Games with Applications I
Mean Field FBSDEs, Control, and Games
Av René Carmona, François Delarue
Inbunden, 2018
1750 kr
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume I of the …
Probabilistic Theory of Mean Field Games with Applications I
Mean Field FBSDEs, Control, and Games
Av Francois Delarue, Rene Carmona
E-bok, 2018
2224 kr
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of …
Ecole d'Ete de Probabilites de Saint Flour XIV, 1984
Av Rene Carmona, Harry Kesten m. fl.
Häftad, 1986
497 kr
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Paris-Princeton Lectures on Mathematical Finance 2003
Av Tomasz R. Bielecki, Tomas Björk m. fl.
Häftad, 2004
497 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Av René Carmona, M R Tehranchi
Inbunden, 2006
552 kr
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function …
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Av M R Tehranchi, Rene Carmona
E-bok, 2007
710 kr
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function …
Paris-Princeton Lectures on Mathematical Finance 2002
Av Peter Bank, Fabrice Baudoin m. fl.
Häftad, 2003
388 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Paris-Princeton Lectures on Mathematical Finance 2003
Av Wei Xiong, Jose A. Scheinkman m. fl.
E-bok, 2004
652 kr
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The Paris-Princeton Lectures in Financial Mathematics , of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Paris-Princeton Lectures on Mathematical Finance 2002
Av Nizar Touzi, Halil Mete Soner m. fl.
E-bok, 2003
522 kr
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The Paris-Princeton Lectures in Financial Mathematics , of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Paris-Princeton Lectures on Mathematical Finance 2004
Av René Carmona, Ivar Ekeland m. fl.
Häftad, 2007
568 kr
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This is the third volume in "The Paris-Princeton Lectures in Financial Mathematics", which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by Rene Carmona, Ivar …
Paris-Princeton Lectures on Mathematical Finance 2004
Av Erik Taflin, Huyen Pham m. fl.
E-bok, 2007
734 kr
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Av René Carmona, M R Tehranchi
Häftad, 2010
552 kr
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function …
Paris-Princeton Lectures on Mathematical Finance 2010
Av Areski Cousin, Stéphane Crépey m. fl.
Häftad, 2010
552 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory …
Paris-Princeton Lectures on Mathematical Finance 2010
Av Peter Tankov, Pierre-Louis Lions m. fl.
E-bok, 2010
718 kr
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory …
Numerical Methods in Finance
Bordeaux, June 2010
Av René Carmona, Pierre Del Moral m. fl.
Inbunden, 2012
1532 kr
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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the …
Numerical Methods in Finance
Bordeaux, June 2010
Av Nadia Oudjane, Peng Hu m. fl.
E-bok, 2012
1948 kr
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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the …
Numerical Methods in Finance
Bordeaux, June 2010
Av René Carmona, Pierre Del Moral m. fl.
Häftad, 2014
1532 kr
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Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the …
Statistical Analysis of Financial Data in S-Plus
Av René Carmona
Häftad, 2011
1261 kr
Tillfälligt slut
This book develops the use of statistical data analysis in finance, and it uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial engineering. It is divided into three parts. Part I, Exploratory Data Analysis, reviews the most …
