Ju yi yen (27 risultati)

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Taschenbuch. Condizione: Neu. Local Times and Excursion Theory for Brownian Motion | A Tale of Wiener and Itô Measures | Ju-Yi Yen (u. a.) | Taschenbuch | Lecture Notes in Mathematics | ix | Englisch | 2013 | Springer | EAN 9783319012698 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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Condizione: New. Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. Editor(s): Fu, M.C; Jarrow, R. A.; Yen, Ju-Yi; Elliott, Robert J. Series: Applied and Numerical Harmonic Analysis. Num Pages: 336 pages, 10 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 241 x 164 x 23. Weight in Grams: 628. . 2007. 2007th Edition. hardcover. . . . .…

Condizione: New. Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. Editor(s): Fu, M.C; Jarrow, R. A.; Yen, Ju-Yi; Elliott, Robert J. Series: Applied and Numerical Harmonic Analysis. Num Pages: 336 pages, 10 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 241 x 164 x 23. Weight in Grams: 628. . 2007. 2007th Edition. hardcover. . . . . Books ship from the US and Ireland.…

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Condizione: New. Print on Demand pp. 150 9 Illus. (8 Col.).

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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 148 pp. Englisch.…

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday.Specific topics covered include:\*Theory and application of the Variance-Gamma process\* Lévy process driven fixed-income and credit-risk models, including CDO pricing\* Numerical PDE and Monte Carlo methods\* Asset pricing and derivatives valuation and hedging\* Itô formulas for fractional Brownian motion\* Martingale characterization of asset price bubbles\* Utility valuation for credit derivatives and portfolio managementAdvances in Mathematical Financeis a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financialengineering.Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou 336 pp. Englisch.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes contributions from some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineeringOffers state-of-the-art developments in theory and practiceReal-world applications to fi.…

Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday.Specific topics covered include:\*Theory and application of the Variance-Gamma process\* Lévy process driven fixed-income and credit-risk models, including CDO pricing\* Numerical PDE and Monte Carlo methods\* Asset pricing and derivatives valuation and hedging\* Itô formulas for fractional Brownian motion\* Martingale characterization of asset price bubbles\* Utility valuation for credit derivatives and portfolio managementAdvances in Mathematical Financeis a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financialengineering.Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou.…