Hardcover. Zustand: New. ISBN:9789386279729.
Verlag: Hindustan Book Agency (India) HBA, 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Sprache: Englisch
Anbieter: Books Puddle, New York, NY, USA
Zustand: New.
Verlag: Hindustan Book Agency (India), 2018
ISBN 10: 938627972X ISBN 13: 9789386279729
Sprache: Englisch
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 20,50
Anzahl: 4 verfügbar
In den WarenkorbZustand: New.
Zustand: 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.
Hardcover. Zustand: 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.
Zustand: New.
EUR 70,78
Anzahl: 1 verfügbar
In den WarenkorbZustand: New.
Zustand: New.
Zustand: 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.
Zustand: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
Zustand: New.
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
EUR 95,85
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Zustand: As New. Unread book in perfect condition.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 107,02
Anzahl: 1 verfügbar
In den WarenkorbZustand: New. In.
EUR 113,29
Anzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 456 pages. 9.25x6.10x1.03 inches. In Stock.
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
EUR 114,56
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: As New. Unread book in perfect condition.
EUR 129,39
Anzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 456 pages. 9.25x6.10x1.18 inches. In Stock.
EUR 138,71
Anzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: Brand New. reprint edition. 456 pages. 9.25x6.10x1.03 inches. In Stock.
Verlag: Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Sprache: Englisch
Anbieter: Rarewaves.com USA, London, LONDO, Vereinigtes Königreich
EUR 164,58
Anzahl: 1 verfügbar
In den WarenkorbHardback. Zustand: 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.
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
EUR 135,48
Anzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: New. New. book.
Gebunden. Zustand: 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.
Verlag: Springer Nature Singapore, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Sprache: Englisch
Anbieter: Buchpark, Trebbin, Deutschland
Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher.
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
EUR 149,49
Anzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: New. New. book.
Verlag: Springer Verlag, Singapore, SG, 2018
ISBN 10: 9811083177 ISBN 13: 9789811083174
Sprache: Englisch
Anbieter: Rarewaves.com UK, London, Vereinigtes Königreich
EUR 150,39
Anzahl: 1 verfügbar
In den WarenkorbHardback. Zustand: 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.
Anbieter: moluna, Greven, Deutschland
EUR 72,89
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: 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.