Articoli correlati a Optimal Stopping and Free-boundary Problems
Sinossi
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
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Contenuti
Optimal stopping: General facts.- Stochastic processes: A brief review.- Optimal stopping and free-boundary problems.- Methods of solution.- Optimal stopping in stochastic analysis.- Optimal stopping in mathematical statistics.- Optimal stopping in mathematical finance.- Optimal stopping in financial engineering.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Optimal Stopping and Free Boundary Problems
Editore:
Springer, Basel, Birkhäuser Basel Aug 2006, 2006
ISBN 10: 3764324198
ISBN 13: 9783764324193
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. 500 pp. Englisch. Codice articolo 9783764324193
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Optimal Stopping and Free-Boundary Problems
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
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Hardcover. Condizione: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2. Codice articolo G3764324198I4N10
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Immagini fornite dal venditore
Optimal Stopping and Free Boundary Problems
Editore:
Springer, Basel, Birkhäuser Basel, 2006
ISBN 10: 3764324198
ISBN 13: 9783764324193
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. Codice articolo 9783764324193
Quantità: 2 disponibili
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Condizione: New. In. Codice articolo ria9783764324193_new
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-3764324198
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Condizione: New. Codice articolo I-9783764324193
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Optimal Stopping and Free-Boundary Problems
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 528. Codice articolo 26304784
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Optimal Stopping and Free Boundary Problems
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Condizione: New. Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles. Series: Lectures in Mathematics. ETH Zurich. Num Pages: 502 pages, biography. BIC Classification: PB. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 236 x 163 x 42. Weight in Grams: 894. . 2006. 2006th Edition. Hardcover. . . . . Codice articolo V9783764324193
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Optimal Stopping and Free-Boundary Problems
Da: Rarewaves.com USA, London, LONDO, Regno Unito
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Hardback. Condizione: New. 2006 ed. The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples. The general theory of optimal stopping is exposed at thelevel of basic principles in both discrete and continuous time covering martingale andMarkovian methods. Methods of solution explained range from classic ones (such aschange of time, change of space, change of measure) to more recent ones (such as localtime-space calculus and nonlinear integral equations). A detailed chapter on stochasticprocesses is included making the material more accessible to a wider cross-disciplinaryaudience. The book may be viewed as an ideal compendium for an interested readerwho wishes to master stochastic calculus via fundamental examples.Areas of application where examples are worked out in full detail include financialmathematics (American, Russian, Asian options), financial engineering (optimalprediction of the ultimate maximum), mathematical statistics (sequential testing,quickest detection), and stochastic analysis (fundamental inequalities).Large portions of the text were not exposed in abook format before. The book also suggests anumber of new avenues for research. Codice articolo LU-9783764324193
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Optimal Stopping and Free-Boundary Problems
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
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Condizione: New. Print on Demand pp. 528 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Codice articolo 7543119
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