Articles liés à Discretization of Processes
Synopsis
In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data."
This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings.
This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.
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Discretization of Processes (Stochastic Modelling and Applied Probability (67), Band 67)
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Springer Berlin Heidelberg, 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Gebundene Ausgabe. Etat : Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics. N° de réf. du vendeur INF1000547367
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Discretization of Processes (Stochastic Modelling and Applied Probability, 67)
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Springer (edition 2012), 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
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Hardcover. Etat : Very Good. 2012. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. N° de réf. du vendeur 3642241263-8-1
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Discretization of Processes
Edité par
Springer Berlin Heidelberg, 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
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Discretization of Processes (Stochastic Modelling and Applied Probability, 67)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Discretization of Processes
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Springer Berlin Heidelberg Okt 2011, 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics. 612 pp. Englisch. N° de réf. du vendeur 9783642241260
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Jacod:Discretization of Processes (eng)
impression à la demandeVendeur : Brook Bookstore On Demand, Napoli, NA, Italie
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Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 90460240c5ae519eeea909c9b230955d
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Discretization of Processes
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg, 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics. N° de réf. du vendeur 9783642241260
Quantité disponible : 1 disponible(s)
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Discretization of Processes (Stochastic Modelling and Applied Probability)
Edité par
Springer, 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
Ancien ou d'occasion
Couverture rigide
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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Hardcover. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA77336422412636
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Discretization of Processes
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2011, 2011
ISBN 10 : 3642241263
ISBN 13 : 9783642241260
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Neuware -In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, ¿In God we trust; all others must bring data.¿This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem.Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings.This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 612 pp. Englisch. N° de réf. du vendeur 9783642241260
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Discretization of Processes (Stochastic Modelling and Applied Probability, 67)
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9783642241260
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