Articles liés à Optional Processes
Synopsis
This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Mohamed Abdelghani completed his PhD in Mathematical Finance from the University of Alberta. He is currently working as a V.P. in quantitative finance and machine learning at Morgan Stanley, New York, USA.
Alexander Melnikov is a Professor in Mathematical Finance at the University of Alberta, Edmonton, Canada. His research interests belong to the area of contemporary stochastic analysis and its numerous applications in Mathematical Finance, Statistics and Actuarial Science. He has written six books as well as over one hundred research papers in leading academic journals.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurChapman and Hall/CRC
- Date d'édition2022
- ISBN 10 0367508516
- ISBN 13 9780367508517
- ReliureBroché
- Langueanglais
- Nombre de pages392
- Coordonnées du fabricantnon disponible
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Optional Processes
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Mohamed Abdelghani completed his PhD in Mathematical Finance from the University of Alberta. He is currently working as a V.P. in quantitative finance and machine learning at Morgan Stanley, New York, USA. Alexander Melnikov. N° de réf. du vendeur 594586662
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Optional Processes
Edité par
Chapman And Hall/CRC Apr 2022, 2022
ISBN 10 : 0367508516
ISBN 13 : 9780367508517
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications.Optional Processes: Theory and Applicationsseeks to delve into the existing theory, new developments and applications of optional processes on 'unusual' probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis.This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance.FeaturesSuitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areasCompiles almost all essential results on the calculus of optional processes in unusual probability spaces Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc. 394 pp. Englisch. N° de réf. du vendeur 9780367508517
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Optional Processes: Theory and Applications
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Taylor & Francis Ltd, 2022
ISBN 10 : 0367508516
ISBN 13 : 9780367508517
Neuf
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Optional Processes (Chapman and Hall/CRC Financial Mathematics Series)
Edité par
Chapman and Hall/CRC, 2022
ISBN 10 : 0367508516
ISBN 13 : 9780367508517
Neuf
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Optional Processes (Chapman and Hall/CRC Financial Mathematics Series)
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Chapman and Hall/CRC, 2022
ISBN 10 : 0367508516
ISBN 13 : 9780367508517
Neuf
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Optional Processes (Chapman and Hall/CRC Financial Mathematics Series)
Edité par
Chapman and Hall/CRC, 2022
ISBN 10 : 0367508516
ISBN 13 : 9780367508517
Neuf
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Optional Processes : Theory and Applications
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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications.Optional Processes: Theory and Applicationsseeks to delve into the existing theory, new developments and applications of optional processes on 'unusual' probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis.This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance.FeaturesSuitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areasCompiles almost all essential results on the calculus of optional processes in unusual probability spaces Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc. N° de réf. du vendeur 9780367508517
Quantité disponible : 1 disponible(s)
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Optional Processes : Theory and Applications
Edité par
Chapman and Hall/CRC, 2022
ISBN 10 : 0367508516
ISBN 13 : 9780367508517
Ancien ou d'occasion
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