Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
EUR 58,20
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Ajouter au panierEtat : New. In English.
Edité par Springer New York, Springer US Aug 1991, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 53,45
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Ajouter au panierTaschenbuch. Etat : Neu. Neuware -This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization).This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 496 pp. Englisch.
Edité par Springer/Sci-Tech/Trade, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : Skoob-ebooks, Pontiac, QC, Canada
EUR 36,15
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Ajouter au panierSoftcover. Etat : Good+. Moderate wear. Clean with no highlighting or writing detected on any pages. Cover has modest wear with minor scuffs/bends on some corners or edges. 30-day returns. Free shipping in Canada. International shipments may be subject to custom duties or other charges in accordance with the particular laws of the buyer's country but shipments to the United States should be exempt from customs since the book was published in the United States. ; Volume 113; 6.1 X 1.12 X 9.25 inches; 470 pages.
Edité par Springer-Verlag New York Inc., US, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : Rarewaves.com UK, London, Royaume-Uni
EUR 73,07
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Ajouter au panierPaperback. Etat : New. 2nd ed. 1998. This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
EUR 69,21
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Ajouter au panierEtat : New. pp. 496 2nd Edition.
Vendeur : California Books, Miami, FL, Etats-Unis
EUR 70,35
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Ajouter au panierEtat : New.
EUR 70,03
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Ajouter au panierEtat : New. pp. 496 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Edité par Springer-Verlag New York Inc., US, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
EUR 78,89
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Ajouter au panierPaperback. Etat : New. Second Edition 1998.
Edité par Springer Science+Business Media, Inc., New York, 1991
ISBN 10 : 7506272938 ISBN 13 : 9787506272933
Langue: anglais
Vendeur : PsychoBabel & Skoob Books, Didcot, Royaume-Uni
EUR 76,53
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Ajouter au panierPaperback. Etat : Good. Paperback in good condition. Second edition. Light stain on lower edge of rear cover. Closing pages are slightly warped on lower edges. Pages are clean and text is clear throughout. HCW. Used.
Edité par Springer-Verlag New York Inc., US, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : Rarewaves USA, OSWEGO, IL, Etats-Unis
EUR 88,45
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback. Etat : New. Second Edition 1998.
Edité par Springer-Verlag New York Inc., US, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : Rarewaves USA United, OSWEGO, IL, Etats-Unis
EUR 90,44
Autre deviseQuantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback. Etat : New. Second Edition 1998.
Vendeur : Goodwill of Silicon Valley, SAN JOSE, CA, Etats-Unis
EUR 24,65
Autre deviseQuantité disponible : 1 disponible(s)
Ajouter au panierEtat : good. Supports Goodwill of Silicon Valley job training programs. The cover and pages are in Good condition! Any other included accessories are also in Good condition showing use. Use can include some highlighting and writing, page and cover creases as well as other types visible wear.
Vendeur : Revaluation Books, Exeter, Royaume-Uni
EUR 95,40
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Ajouter au panierPaperback. Etat : Brand New. 2nd edition. 470 pages. 9.50x6.25x1.00 inches. In Stock.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 62,61
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Ajouter au panierEtat : New.
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
EUR 90,32
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Ajouter au panierpaperback. Etat : New. In shrink wrap. Looks like an interesting title!
Vendeur : moluna, Greven, Allemagne
EUR 47,21
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Ajouter au panierKartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A perennial best-seller, now in its fourth printingBrownian motion is currently a hot topic in mathematicsKaratzas is one of the leaders in the field of stochastics and financeA graduate-course text, written for readers familiar.
Edité par Springer New York Aug 1991, 1991
ISBN 10 : 0387976558 ISBN 13 : 9780387976556
Langue: anglais
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
EUR 53,45
Autre deviseQuantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Designed as a text for graduate courses in stochastic processes. Written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and this in turn permits a presentation of recent advances in financial economics (options pricing and consumption/investment optimization). The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The t ext is complemented by a large number of problems and exercises. 496 pp. Englisch.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
EUR 80,69
Autre deviseQuantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. PRINT ON DEMAND pp. 496.