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Paperback or Softback. Condizione: New. Telegraph Processes and Option Pricing. Book.
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Lingua: Inglese
Editore: Chapman and Hall/CRC 2021-02-03, 2021
ISBN 10: 0367564947 ISBN 13: 9780367564940
Da: Chiron Media, Wallingford, Regno Unito
EUR 183,95
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2023
ISBN 10: 3662658267 ISBN 13: 9783662658260
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 149,79
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Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, ormore generally,Lévy processes, has two obvious benefits. First, the mathematical technique is much simpler, which helps to concentrate on the key problems of stochastic analysis and applications, including financial market modelling. Second, this approach overcomes some shortcomings of the (parabolic) nature of classical diffusions that contradict physical intuition, such as infinite propagation velocity and infinite total variation of paths. In this second edition, some sections of the previous text are included without any changes, while most others have been expanded and significantly revised. These are supplemented by predominantly new results concerning piecewise linear processes with arbitrary sequences of velocities, jump amplitudes, and switching intensities. The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes. A new chapter on the multidimensional counterparts of the telegraph processes is also included. The book is intended for graduate students in mathematics, probability, statistics and quantitative finance, and for researchers working at academic institutions, in industry and engineering. It can also be used by university lecturers and professionals in various applied areas.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg Jan 2023, 2023
ISBN 10: 3662658267 ISBN 13: 9783662658260
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 149,79
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Neuware -This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, or more generally, Lévy processes, has two obvious benefits. First, the mathematical technique is much simpler, which helps to concentrate on the key problems of stochastic analysis and applications, including financial market modelling. Second, this approach overcomes some shortcomings of the (parabolic) nature of classical diffusions that contradict physical intuition, such as infinite propagation velocity and infinite total variation of paths. In this second edition, some sections of the previous text are included without any changes, while most others have been expanded and significantly revised. These are supplemented by predominantly new results concerning piecewise linear processes with arbitrary sequences of velocities, jump amplitudes, and switching intensities. The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes. A new chapter on the multidimensional counterparts of the telegraph processes is also included.The book is intended for graduate students in mathematics, probability, statistics and quantitative finance, and for researchers working at academic institutions, in industry and engineering. It can also be used by university lecturers and professionals in various applied areas.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 456 pp. Englisch.
Da: Majestic Books, Hounslow, Regno Unito
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Aggiungi al carrelloHardcover. Condizione: Brand New. 2nd edition. 455 pages. 9.25x6.10x9.21 inches. In Stock.
Condizione: New. 1st edition NO-PA16APR2015-KAP.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 229,99
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Da: Biblios, Frankfurt am main, HESSE, Germania
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Da: Revaluation Books, Exeter, Regno Unito
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Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Da: PBShop.store US, Wood Dale, IL, U.S.A.
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Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Jan 2023, 2023
ISBN 10: 3662658267 ISBN 13: 9783662658260
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 149,79
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an extensive, systematic overview of the modern theory of telegraph processes and their multidimensional counterparts, together with numerous fruitful applications in financial modelling. Focusing on stochastic processes of bounded variation instead of classical diffusion, ormore generally,Lévy processes, has two obvious benefits. First, the mathematical technique is much simpler, which helps to concentrate on the key problems of stochastic analysis and applications, including financial market modelling. Second, this approach overcomes some shortcomings of the (parabolic) nature of classical diffusions that contradict physical intuition, such as infinite propagation velocity and infinite total variation of paths. In this second edition, some sections of the previous text are included without any changes, while most others have been expanded and significantly revised. These are supplemented by predominantly new results concerning piecewise linear processes with arbitrary sequences of velocities, jump amplitudes, and switching intensities. The chapter on functionals of the telegraph process has been significantly expanded by adding sections on exponential functionals, telegraph meanders and running extrema, the times of the first passages of telegraph processes with alternating random jumps, and distribution of the Euclidean distance between two independent telegraph processes. A new chapter on the multidimensional counterparts of the telegraph processes is also included. The book is intended for graduate students in mathematics, probability, statistics and quantitative finance, and for researchers working at academic institutions, in industry and engineering. It can also be used by university lecturers and professionals in various applied areas. 456 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2023
ISBN 10: 3662658267 ISBN 13: 9783662658260
Da: moluna, Greven, Germania
EUR 127,40
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Aggiungi al carrelloGebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides an overview of telegraph processes and their multidimensional counterpartsPresents many applications of the telegraph processes to financial modellingIs suitable for graduate students, lecturers, researchers and professionals in ap.
Da: moluna, Greven, Germania
EUR 179,01
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Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Alexander D. Kolesnik is the Professor, Head of laboratory (2015 - 2019), and Principal Researcher (since 2020) at the Institute of Mathematics and Computer Science, Kishinev (Chisinau), Moldova. He graduated from Moldova State Universit.
Da: PBShop.store US, Wood Dale, IL, U.S.A.
EUR 249,90
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Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 296,57
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flights acts as an effective tool for modeling the slow and super-slow diffusion processes arising in various fields of science and technology.