Mathieu rosenbaum (22 Ergebnisse)

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Paperback. Zustand: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

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Paperback. Zustand: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.…

Paperback. Zustand: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.

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Paperback. Zustand: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.…

Paperback. Zustand: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Hardcover. Zustand: Brand New. 630 pages. 9.00x6.00x1.19 inches. In Stock.

soft cover. Zustand: fine. Grand in-8° broché. C est certainement une des plus grandes revues de cinema de la fin du XXeme siecle. La revue Trafic s'est éteinte, après 30 ans d'existence et 120 numéros. Fondée en 1991 par Serge Daney, quelques mois avant sa mort, et Jean-Claude Biette, elle était reconnaissable grâce à sa couverture en papier Kraft et son absence totale d'illustrations. L'omniprésence du texte et la qualité de son comité de rédaction - parmi lesquels Raymond Bellour, Sylvie Pierre, Patrice Rollet ou encore Marcos Uzal qui a rejoint la revue en 2016 - en ont fait une référence en matière de réflexion critique et de pensée sur le cinéma.En plus du comité fixe, la revue est assortie d'un conseil de rédaction, comprenant en 2020 Jacques Bontemps, Leslie Kaplan, Pierre Léon, Jacques Rancière, Jonathan Rosenbaum, Jean Louis Schefer et Marcos Uzal. - - - - Large in-8° paperback. It is certainly one of the greatest film reviews of the end of the 20th century. The magazine Trafic has died out, after 30 years of existence and 120 issues. Founded in 1991 by Serge Daney, a few months before his death, and Jean-Claude Biette, it was recognizable thanks to its Kraft paper cover and its total absence of illustrations. The omnipresence of the text and the quality of its editorial board - including Raymond Bellour, Sylvie Pierre, Patrice Rollet and Marcos Uzal who joined the journal in 2016 - have made it a reference in terms of critical reflection and thought on the cinema. In addition to the fixed committee, the review is accompanied by an editorial board, including in 2020 Jacques Bontemps, Leslie Kaplan, Pierre Léon, Jacques Rancière, Jonathan Rosenbaum, Jean Louis Schefer and Marcos Uzal. - - - - - Rústica grande en 8°. Sin duda es una de las mejores críticas cinematográficas de finales del siglo XX. La revista Trafic se ha extinguido, después de 30 años de existencia y 120 números. Fundado en 1991 por Serge Daney, unos meses antes de su muerte, y Jean-Claude Biette, era reconocible gracias a su cubierta de papel Kraft y su ausencia total de ilustraciones. La omnipresencia del texto y la calidad de su consejo editorial -incluidos Raymond Bellour, Sylvie Pierre, Patrice Rollet y Marcos Uzal que se incorporaron a la revista en 2016- la han convertido en un referente en términos de reflexión crítica y pensamiento sobre el cine. al comité fijo, la revista está acompañada por un consejo editorial, que incluye en 2020 a Jacques Bontemps, Leslie Kaplan, Pierre Léon, Jacques Rancière, Jonathan Rosenbaum, Jean Louis Schefer y Marcos Uzal. SOMMAIRE : - Histoire(s) de la violence par Mathieu Macheret - Les travaux et les jours, les rituels contre le désordre par Marie Anne Guerin - Memento illam vixisse par Paul Choquet - Mai 67 par Sylvie Pierre Ulmann - Twin Peaks, saison 3 : l'horizon des événements par Brice Matthieussent - Twin Peaks : The Return par Zoe Beloff - L'image de synthèse peut-elle rendre le cinéma cyborg ? par Elsa Boyer - Virtualité réelle par Josué Morel - Totality par James Benning - The bubble bursts, the petal falls par Marcelline Delbecq - Solitude et honnêteté par Christophe Atabekian - Neige Pluie Vent par Seijun Suzuki - Seijun Suzuki, à l'origine de son silence par Shiguéhiko Hasumi - La peau et les os par Mathieu Capel - L'arche de Noé, 4 par Hervé Gauville - Réflexions sur Complete film Criticism de James Agee par Jonathan Rosenbaum - Introduction à Way of Seing de Helelen Levitt par James Agee - Rue des Masques par Patrice Rollet - À Jean-Luc Godard par Bernard Eisenschitz.…