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41 produkter
Theory of Stochastic Processes
With Applications to Financial Mathematics and Risk Theory
Av Dmytro Gusak, Alexander Kukush m. fl.
Häftad, 2012
552 kr
Lägg i varukorg
Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith variouslevelsofmasteringinthetheoryofstochasticprocesses. Togetherwithte- …
Financial Mathematics
E-bok, 2016
1119 kr
Lägg i varukorg
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world …
Ruin Probabilities
Smoothness, Bounds, Supermartingale Approach
Av Olena Ragulina, Yuliya Mishura
E-bok, 2016
2017 kr
Lägg i varukorg
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and …
Stochastic Analysis of Mixed Fractional Gaussian Processes
Av Mounir Zili, Yuliya Mishura
E-bok, 2018
1833 kr
Lägg i varukorg
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic …
Theory of Stochastic Processes
With Applications to Financial Mathematics and Risk Theory
Av Dmytro Gusak, Alexander Kukush m. fl.
Inbunden, 2009
552 kr
Lägg i varukorg
Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith variouslevelsofmasteringinthetheoryofstochasticprocesses. Togetherwithte- …
Theory of Stochastic Processes
With Applications to Financial Mathematics and Risk Theory
Av Andrey Pilipenko, Yuliya Mishura m. fl.
E-bok, 2010
734 kr
Lägg i varukorg
Entropies and Fractionality
Entropy Functionals, Small Deviations, Related Integral Equations
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2025
3151 kr
Lägg i varukorg
Entropies and Fractionality: Entropy Functionals, Small Deviations, Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions. The properties of the entropies are …
Entropies and Fractionality
Entropy Functionals, Small Deviations, Related Integral Equations
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2025
3051 kr
Lägg i varukorg
Entropies and Fractionality: Entropy Functionals, Small Deviations, Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions. The properties of the entropies are …
Entropies and Fractionality
Entropy Functionals, Small Deviations and Related Integral Equations
Av Kostiantyn Ralchenko, Yuliya Mishura
Inbunden, 2025
2760 kr
Lägg i varukorg
Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions.
Parameter Estimation in Gaussian Models and Nonlinear Diffusions
Selected Fractional, Tempered, and Mean-Reverting Models
Av Yuliya Mishura, Kostiantyn Ralchenko m. fl.
Inbunden, 2027
1508 kr
Kommande
Statistical models with Gaussian noise and nonlinear mean-reverting dynamics arise naturally in quantitative finance, actuarial science, energy modeling, and many other applications. Their practical use requires reliable procedures for parameter estimation, while modifications to the noise …
Theory and Statistical Applications of Stochastic Processes
Av Georgiy Shevchenko, Yuliya Mishura
E-bok, 2017
2265 kr
Lägg i varukorg
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, …
Theory and Statistical Applications of Stochastic Processes
Av Georgiy Shevchenko, Yuliya Mishura
E-bok, 2017
2265 kr
Lägg i varukorg
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, …
Fractional Brownian Motion
Approximations and Projections
Av Sergiy Shklyar, Kostiantyn Ralchenko m. fl.
E-bok, 2019
2265 kr
Lägg i varukorg
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener …
Fractional Brownian Motion
Approximations and Projections
Av Sergiy Shklyar, Kostiantyn Ralchenko m. fl.
E-bok, 2019
2265 kr
Lägg i varukorg
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener …
Financial Mathematics
Inbunden, 2016
1159 kr
Lägg i varukorg
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world …
Ruin Probabilities
Smoothness, Bounds, Supermartingale Approach
Av Yuliya Mishura, Olena Ragulina
Inbunden, 2016
1560 kr
Lägg i varukorg
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and …
Stochastic Analysis of Mixed Fractional Gaussian Processes
Av Yuliya Mishura, Mounir Zili
Inbunden, 2018
1290 kr
Lägg i varukorg
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic …
Theory and Statistical Applications of Stochastic Processes
Av Yuliya Mishura, Georgiy Shevchenko
Inbunden, 2017
1889 kr
Lägg i varukorg
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, …
Fractional Brownian Motion
Approximations and Projections
Av Oksana Banna, Yuliya Mishura m. fl.
Inbunden, 2019
1889 kr
Lägg i varukorg
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener …
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Av Grigorij Kulinich, Svitlana Kushnirenko m. fl.
Inbunden, 2020
341 kr
Lägg i varukorg
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit …
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Av Yuliya Mishura, Svitlana Kushnirenko m. fl.
E-bok, 2020
734 kr
Lägg i varukorg
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit …
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Av Grigorij Kulinich, Svitlana Kushnirenko m. fl.
Häftad, 2021
330 kr
Lägg i varukorg
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit …
Functional Analysis and Operator Theory
Av Volodymyr Brayman, Andrii Chaikovskyi m. fl.
Inbunden, 2024
930 kr
Lägg i varukorg
The book contains a collection of more than 800 problems from all main chapters of functional analysis, with theoretical background and solutions. It is mostly intended for undergraduate students who are starting to study the course of functional analysis. The book will also be useful for graduate …
Functional Analysis and Operator Theory
Av Oleksii Nesterenko, Yuliya Mishura m. fl.
E-bok, 2024
877 kr
Lägg i varukorg
The book contains a collection of more than 800 problems from all main chapters of functional analysis, with theoretical background and solutions. It is mostly intended for undergraduate students who are starting to study the course of functional analysis. The book will also be useful for graduate …
Functional Analysis and Operator Theory
Av Volodymyr Brayman, Andrii Chaikovskyi m. fl.
Häftad, 2025
660 kr
Lägg i varukorg
The book contains a collection of more than 800 problems from all main chapters of functional analysis, with theoretical background and solutions. It is mostly intended for undergraduate students who are starting to study the course of functional analysis. The book will also be useful for graduate …
Volterra Volatility Models
Option Pricing and Hedging
Av Giulia Di Nunno, Yuliya Mishura m. fl.
Inbunden, 2026
1752 kr
Lägg i varukorg
Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches. In particular, numerous empirical studies show that market volatility exhibits some form of long-range dependence and has time-varying Hölder regularity with prominent periods of “roughness” …
Volterra Volatility Models
Option Pricing and Hedging
Av Anton Yurchenko-Tytarenko, Yuliya Mishura m. fl.
E-bok, 2026
2224 kr
Lägg i varukorg
Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches. In particular, numerous empirical studies show that market volatility exhibits some form of long-range dependence and has time-varying Hölder regularity with prominent periods of “roughness” …
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Yuliya Mishura, Kostiantyn Ralchenko
Inbunden, 2021
2084 kr
Lägg i varukorg
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2021
2396 kr
Lägg i varukorg
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
Discrete-Time Approximations and Limit Theorems
In Applications to Financial Markets
Av Kostiantyn Ralchenko, Yuliya Mishura
E-bok, 2021
2396 kr
Lägg i varukorg
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, …
