EUR 17,85
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Aggiungi al carrelloHardcover. Condizione: New. ISBN:9789386279729.
Editore: Hindustan Book Agency (India) HBA, 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Lingua: Inglese
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New.
Editore: Hindustan Book Agency (India), 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Lingua: Inglese
Da: Majestic Books, Hounslow, Regno Unito
EUR 20,64
Quantità: 4 disponibili
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Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
EUR 36,82
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Aggiungi al carrelloHardcover. Condizione: New. 1st Edition. Contents: 1. Discrete Parameter Martingales. 2. Continuous-Time Processes. 3. The Ito's Integral. 4. Stochastic Integration. 5. Semimartingales. 6. Pathwise Formula for the Stochastic Integral. 7. Continuous Semimartingales. 8. Predictable Increasing Processes. 9. The Davis Inequality. 10. Integral Representation of Martingales. 11. Dominating Process of a Semimartingale. 12. SDE Driven by r.c.l.l. Semimartingales. 13. Girsanov Theorem. Bibliography. Index. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using MetivierPellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate and beginning graduate level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
Condizione: New.
EUR 71,28
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Aggiungi al carrelloCondizione: New.
EUR 71,04
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Aggiungi al carrelloCondizione: New.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Condizione: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
Condizione: New.
Da: ALLBOOKS1, Direk, SA, Australia
EUR 110,92
Quantità: 1 disponibili
Aggiungi al carrelloBrand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address.
EUR 95,89
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Aggiungi al carrelloCondizione: New.
Condizione: As New. Unread book in perfect condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 106,82
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Aggiungi al carrelloCondizione: New. In.
EUR 112,59
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Aggiungi al carrelloPaperback. Condizione: Brand New. reprint edition. 456 pages. 9.25x6.10x1.03 inches. In Stock.
EUR 114,37
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EUR 129,15
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Aggiungi al carrelloHardcover. Condizione: Brand New. 456 pages. 9.25x6.10x1.18 inches. In Stock.
EUR 138,45
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Aggiungi al carrelloPaperback. Condizione: Brand New. reprint edition. 456 pages. 9.25x6.10x1.03 inches. In Stock.
Editore: Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Lingua: Inglese
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 165,74
Quantità: 1 disponibili
Aggiungi al carrelloHardback. Condizione: New. 2018 ed. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 135,23
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: New. New. book.
EUR 117,28
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Aggiungi al carrelloGebunden. Condizione: New. Discusses quadratic variation of a square integrable martingale, pathwise formulae for the stochastic integral, Emery topology, and sigma-martingalesUses the technique of random time change to study the solution of a stochasti.
EUR 65,87
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Aggiungi al carrelloCondizione: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 149,22
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: New. New. book.
Editore: Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Lingua: Inglese
Da: Rarewaves.com UK, London, Regno Unito
EUR 150,11
Quantità: 1 disponibili
Aggiungi al carrelloHardback. Condizione: New. 2018 ed. This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly addresses continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier-Pellaumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level students in the engineering and mathematics disciplines, the book is also an excellent reference resource for applied mathematicians and statisticians looking for a review of the topic.
Da: moluna, Greven, Germania
EUR 72,89
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Discusses quadratic variation of a square integrable martingale, pathwise formulae for the stochastic integral, Emery topology, and sigma-martingalesUses the technique of random time change to study the solution of a stochasti.