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Ajouter au panierXV, 294 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 283. Sprache: Englisch.
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Ajouter au panierEtat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Langue: anglais
Edité par Springer Nature Switzerland AG, Cham, 2020
ISBN 10 : 3030415554 ISBN 13 : 9783030415556
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Ajouter au panierPaperback. Etat : new. Paperback. With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Ito-integration against Brownian motion required for most of the text.From the reviews of the first edition:"Can easily be used as a support for a graduate course . Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews"It is easy to base a graduate course on rough paths on this A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Edité par Springer
Vendeur : Academic Book Solutions, Medford, NY, Etats-Unis
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Ajouter au panierpaperback. Etat : VeryGood. A copy that may have been read, very minimal wear and tear. May have a remainder mark.
Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Langue: anglais
Edité par Society for Industrial & Applied Mathematics,U.S., New York, 2024
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Ajouter au panierPaperback. Etat : new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
EUR 90,51
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Langue: anglais
Edité par Cambridge University Press, 2010
ISBN 10 : 0521876079 ISBN 13 : 9780521876070
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Ajouter au panierhardcover. Etat : Very Good.
Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2024
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Ajouter au panierEtat : New. 2024. paperback. . . . . .
Langue: anglais
Edité par Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
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Ajouter au panierPaperback. Etat : New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Langue: anglais
Edité par Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Ajouter au panierPaperback. Etat : Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Langue: anglais
Edité par MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Ajouter au panierPaperback. Etat : Brand New. 2nd edition. 364 pages. 9.25x6.10x0.82 inches. In Stock.
Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Langue: anglais
Edité par Society for Industrial & Applied Mathematics,U.S., 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Ajouter au panierPaperback / softback. Etat : New. New copy - Usually dispatched within 4 working days.
Langue: anglais
Edité par SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10 : 1611977770 ISBN 13 : 9781611977776
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Ajouter au panierEtat : New. 2024. paperback. . . . . . Books ship from the US and Ireland.
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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