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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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Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.
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Optimal Stopping and Free Boundary Problems
Verlag:
Springer, Basel, Birkhäuser Basel Aug 2006, 2006
ISBN 10: 3764324198
ISBN 13: 9783764324193
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Taschenbuch. Zustand: 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. Bestandsnummer des Verkäufers 9783764324193
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Optimal Stopping and Free-Boundary Problems
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Hardcover. Zustand: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2. Bestandsnummer des Verkäufers G3764324198I4N10
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Optimal Stopping and Free Boundary Problems
Verlag:
Springer, Basel, Birkhäuser Basel, 2006
ISBN 10: 3764324198
ISBN 13: 9783764324193
Neu
Taschenbuch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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Taschenbuch. Zustand: 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. Bestandsnummer des Verkäufers 9783764324193
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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hardcover. Zustand: New. In shrink wrap. Looks like an interesting title! Bestandsnummer des Verkäufers Q-3764324198
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Optimal Stopping and Free-Boundary Problems (Hardcover)
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Hardcover. Zustand: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9783764324193
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Optimal Stopping and Free-Boundary Problems
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Zustand: New. pp. 528. Bestandsnummer des Verkäufers 26304784
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Optimal Stopping and Free Boundary Problems
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Zustand: 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. . . . . Bestandsnummer des Verkäufers V9783764324193
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Optimal Stopping and Free-Boundary Problems
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Hardback. Zustand: 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. Bestandsnummer des Verkäufers LU-9783764324193
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