Shige peng (34 risultati)
Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856)
Back, Kerry; Bielecki, Tomasz R.; Hipp, Christian; Peng, Shige; Schachermayer, Walter
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Paperback. Condizione: New.
Lingua: Inglese
Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: moluna, Greven, Germaniamoluna
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Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: moluna, Greven, Germaniamoluna
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Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. 1st ed. 2019 edition NO-PA16APR2015-KAP.
Altre immaginiLingua: Inglese
Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Nonlinear Expectations and Stochastic Calculus under Uncertainty | with Robust CLT and G-Brownian Motion | Shige Peng | Taschenbuch | xiii | Englisch | 2020 | Springer | EAN 9783662599051 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hart…mann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. XIII, 212 10 illus. 1st ed. 2019 edition 092 NO-PA16APR2015-KAP.
Lingua: Inglese
Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 182,93
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Hardcover. Condizione: Brand New. 212 pages. 10.00x7.00x0.50 inches. In Stock.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expecta…tions and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Lingua: Inglese
Editore: Springer, Springer Gabler, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 128,39
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations a…nd related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Lingua: Inglese
Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Buchpark, Trebbin, GermaniaBuchpark
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Condizione: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear… expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng¿s lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Lingua: Inglese
Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Hardcover. Condizione: New. New. book.
Lingua: Inglese
Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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Softcover. Condizione: gut. 2020. Nonlinear Expectations and Stochastic Calculus under Uncertainty In deutscher Sprache. pages.
Stochastic Methods in Finance
Kerry Back|Tomasz R. Bielecki|Christian Hipp|Shige Peng|Walter Schachermayer
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This volume includes the five lecture courses given at the CIME-EMS School on Stochastic Methods in Finance held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, th…at play a fundamental role in the ma.
Lingua: Inglese
Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
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Editore: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
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Editore: Springer Berlin Heidelberg Sep 2020, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of n…onlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. 228 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Sep 2019, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 128,39
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinea…r expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. 228 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. Print on Demand.
Lingua: Inglese
Editore: Springer, Springer Sep 2020, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 di 35. Libro 28 di 35 - Probability Theory and Stochastic Modelling
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonli…near expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 228 pp. Englisch.
