Robert J Elliott – författare
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27 produkter
Mathematics of Financial Markets
Av Robert J Elliott, P. Ekkehard Kopp
Inbunden, 2004
933 kr
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This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout …
Mathematics of Financial Markets
Av P. Ekkehard Kopp, Robert J Elliott
E-bok, 2005
897 kr
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This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout …
Binomial Models in Finance
Av John van der Hoek, Robert J Elliott
Inbunden, 2005
1969 kr
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This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here …
Binomial Models in Finance
Av Robert J Elliott, John van der Hoek
E-bok, 2006
2599 kr
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This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here …
Hidden Markov Models in Finance
Av Rogemar S. Mamon, Robert J Elliott
Inbunden, 2007
1097 kr
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A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of …
Hidden Markov Models in Finance
Av Robert J Elliott, Rogemar S. Mamon
E-bok, 2007
1502 kr
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A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today''s globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of …
Hidden Markov Models
Estimation and Control
Av John B. Moore, Lakhdar Aggoun m. fl.
E-bok, 2008
2111 kr
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As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including …
Hidden Markov Models
Estimation and Control
Av Robert J Elliott, Lakhdar Aggoun m. fl.
Inbunden, 1994
1642 kr
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As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including …
Measure Theory and Filtering
Introduction and Applications
Av Lakhdar Aggoun, Robert J. Elliott
Inbunden, 2004
1400 kr
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The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate …
Advances in Mathematical Finance
Av Michael C. Fu, Robert A. Jarrow m. fl.
Inbunden, 2007
1130 kr
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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip …
Advances in Mathematical Finance
Av Robert J Elliott, Ju-Yi Yen m. fl.
E-bok, 2007
1502 kr
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This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip …
Measure Theory and Filtering
Introduction and Applications
Av Lakhdar Aggoun, Robert J. Elliott
Häftad, 2012
846 kr
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The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate …
Introduction to Hidden Semi-Markov Models
Av Robert J. Elliott, John van der Hoek
E-bok, 2018
963 kr
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Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and …
Introduction to Hidden Semi-Markov Models
Av Robert J. Elliott, John van der Hoek
E-bok, 2018
994 kr
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Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and …
Introduction to Hidden Semi-Markov Models
Av John van der Hoek, Robert J. Elliott
Häftad, 2018
1009 kr
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Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and …
Mathematics of Financial Markets
Av Robert J Elliott, P. Ekkehard Kopp
Häftad, 2010
661 kr
Lägg i varukorg
This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout …
Binomial Models in Finance
Av John van der Hoek, Robert J Elliott
Häftad, 2010
1969 kr
Lägg i varukorg
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here …
Hidden Markov Models
Estimation and Control
Av Robert J Elliott, Lakhdar Aggoun m. fl.
Häftad, 2010
1642 kr
Lägg i varukorg
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including …
Hidden Markov Models in Finance
Av Rogemar S. Mamon, Robert J Elliott
Häftad, 2010
1206 kr
Lägg i varukorg
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of …
Mathematics of Financial Markets
Av P. Ekkehard Kopp, Robert J Elliott
E-bok, 2013
1148 kr
Lägg i varukorg
This work is aimed at an audience with asound mathematical background wishing to leam about the rapidly expanding field of mathematical finance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and prob ability. The emphasis …
Hidden Markov Models in Finance
Further Developments and Applications, Volume II
Av Rogemar S. Mamon, Robert J. Elliott
Inbunden, 2014
1097 kr
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Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest …
Hidden Markov Models in Finance
Further Developments and Applications, Volume II
Av Robert J. Elliott, Rogemar S. Mamon
E-bok, 2014
1427 kr
Lägg i varukorg
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest …
Hidden Markov Models in Finance
Further Developments and Applications, Volume II
Av Rogemar S. Mamon, Robert J. Elliott
Häftad, 2016
1097 kr
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Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest …
Stochastic Calculus and Applications
Av Samuel N. Cohen, Robert J. Elliott
Inbunden, 2015
879 kr
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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those …
Stochastic Calculus and Applications
Av Robert J. Elliott, Samuel N. Cohen
E-bok, 2015
797 kr
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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those …
Stochastic Calculus and Applications
Av Samuel N. Cohen, Robert J. Elliott
Häftad, 2015
628 kr
Lägg i varukorg
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those …
