Edité par World Scientific Publishing Co., 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
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Ajouter au panierHardcover. Etat : Near Fine. 2nd Edition. Slight rubbing to edges otherwise in excellent condition. Next day dispatch by Royal Mail in sturdy, recyclable packaging. 1000's of satisfied customers! Please contact us with any enquiries.
Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
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Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
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Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
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Edité par World Scientific Publishing Company, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Edité par World Scientific Publishing Co Pte Ltd, SG, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
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Ajouter au panierHardback. Etat : New. Second Edition. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.
Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
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Ajouter au panierHardcover. Etat : New. 2nd Edition. SHRINK-WRAPPED: US SELLER SHIPS FROM USA.
Edité par World Scientific Publishing Company, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Edité par World Scientific Publishing Co Pte Ltd, SG, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
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Ajouter au panierHardback. Etat : New. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
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Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
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Edité par World Scientific Publishing Company, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Edité par World Scientific Publishing Company, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
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Edité par World Scientific Publishing Company, Incorporated, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Edité par World Scientific Pub Co Inc, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
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Ajouter au panierHardcover. Etat : Brand New. 2nd revised edition edition. 326 pages. 9.00x6.25x1.00 inches. In Stock.
Edité par World Scientific Publishing Company, Incorporated, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Edité par World Scientific Pub Co Inc, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Ajouter au panierHardcover. Etat : Brand New. illustrated edition. 320 pages. 9.13x6.14x1.10 inches. In Stock.
Edité par World Scientific Publishing Company, Incorporated, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Edité par World Scientific Publishing Co, New Jersey, 2010
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Ajouter au panierSoft cover. Etat : Near Fine. No Jacket. 1st Edition. Near Fine / --. First printing of first edition. Vol.13 in the Advanced Series on Statistical Science & Applied Probability. Pictorial card covers. Binding is very firm and tight. Interior is very clean with no inscriptions.Not ex-library.
Edité par World Scientific Publishing Co Pte Ltd, SG, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
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Ajouter au panierHardback. Etat : New. Second Edition. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.
Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Edité par World Scientific Publishing Co Pte Ltd, SG, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
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Ajouter au panierHardback. Etat : New. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Edité par World Scientific Publishing Company, 2015
ISBN 10 : 9814678589 ISBN 13 : 9789814678582
Langue: anglais
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Vendeur : moluna, Greven, Allemagne
EUR 73,42
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Ajouter au panierEtat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Klappentextrnrn nChange .
Edité par World Scientific Publishing Company, 2010
ISBN 10 : 9814324477 ISBN 13 : 9789814324472
Langue: anglais
Vendeur : moluna, Greven, Allemagne
EUR 79
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Ajouter au panierGebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as fo.