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ENGLISH

Continuous Time Processes For Finance - Switching, Self-Exciting, Fractional And Other Recent Dynamics

by Donatien Hainaut

~~162,21€~~ 113,55€ 30% OFF

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 This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
ENGLISH

Property Valuation And Market Cycle

~~121,66€~~ 85,16€ 30% OFF

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 The first part gathers research on property market cycle analysis and the delicate problems dealing with property market information including the development of the real estate market index, appraisal bias, and the use of time series in plotting the market cycle.
ENGLISH

Stochastic Calculus Via Regularizations

by Francesco Russo e Pierre Vallois

~~189,25€~~ 132,48€ 30% OFF

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 The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence.
ENGLISH

Stochastic Calculus Via Regularizations

by Francesco Russo e Pierre Vallois

185,49€ + 10% CARD

 The book constitutes an introduction to stochastic calculus, stochastic differential equations and related topics such as Malliavin calculus. Stochastic calculus via regularization has been successfully used in applications, for instance in robust finance and on modeling vortex filaments in turbulence.
ENGLISH

Continuous Time Processes For Finance - Switching, Self-Exciting, Fractional And Other Recent Dynamics

by Donatien Hainaut

158,99€ + 10% CARD

 This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
ENGLISH

Selected Topics In Malliavin Calculus - Chaos, Divergence And So Much More

by Laurent Decreusefond

52,99€ + 10% CARD

 This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals.
ENGLISH

Continuous Time Processes For Finance - Switching, Self-Exciting, Fractional And Other Recent Dynamics

by Donatien Hainaut

~~162,21€~~ 113,55€ 30% OFF

free shipping

 This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.
ENGLISH

Selected Topics In Malliavin Calculus - Chaos, Divergence And So Much More

by Laurent Decreusefond

~~54,06€~~ 37,84€ 30% OFF

free shipping

 This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals.
ENGLISH

The Organizational Context Of Nursing Practice - Concepts, Evidence, And Interventions For Improvement

~~74,34€~~ 52,04€ 30% OFF

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 It then presents evidence regarding organizational interventions aimed at broad ranges of clinical practices and outcomes, such as team-based interventions and management practices to improve practice climate.
ENGLISH

Parameter Estimation In Fractional Diffusion Models

by Kestutis Kubilius, Kostiantyn Ralchenko e Yuliya Mishura

~~148,70€~~ 104,09€ 30% OFF

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 This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
ENGLISH

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

by Grigorij Kulinich, Svitlana Kushnirenko e Yuliya Mishura

~~60,82€~~ 42,57€ 30% OFF

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 This book is devoted to unstable solutions of stochastic differential equations (SDEs).
ENGLISH

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

by Grigorij Kulinich, Svitlana Kushnirenko e Yuliya Mishura

59,61€ + 10% CARD

 This book is devoted to unstable solutions of stochastic differential equations (SDEs).
ENGLISH

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

by Grigorij Kulinich, Svitlana Kushnirenko e Yuliya Mishura

~~60,82€~~ 42,57€ 30% OFF

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 This book is devoted to unstable solutions of stochastic differential equations (SDEs).
ENGLISH

Sickle Cell Anemia - From Basic Science To Clinical Practice

~~175,73€~~ 123,01€ 30% OFF

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 Although sickle cell anemia was the first molecular disease to be identified, its complex and fascinating pathophysiology is still not fully understood.
ENGLISH

Stochastic Analysis For Poisson Point Processes - Malliavin Calculus, Wiener-Ito Chaos Expansions And Stochastic Geometry

~~148,70€~~ 104,09€ 30% OFF

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 Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics.
ENGLISH

Parameter Estimation In Fractional Diffusion Models

by Kestutis Kubilius, Kostiantyn Ralchenko e Yuliya Mishura

145,74€ + 10% CARD

 This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
ENGLISH

Selected Aspects Of Fractional Brownian Motion

by Ivan Nourdin

~~162,21€~~ 113,55€ 30% OFF

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 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.
ENGLISH

Functionals Of Multidimensional Diffusions With Applications To Finance

by Eckhard Platen e Jan Baldeaux

59,61€ + 10% CARD

 This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form.
ENGLISH

Affine Diffusions And Related Processes: Simulation, Theory And Applications

by Aurelien Alfonsi

59,61€ + 10% CARD

 This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.
ENGLISH

Stochastic Analysis For Poisson Point Processes - Malliavin Calculus, Wiener-Itô Chaos Expansions And Stochastic Geometry

145,74€ + 10% CARD

 Stochastic geometry is the branchof mathematics that studies geometric structures associated with randomconfigurations, such as random graphs, tilings and mosaics.
ENGLISH

Pde And Martingale Methods In Option Pricing

by Andrea Pascucci

139,79€ + 10% CARD

 This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics.
ENGLISH

Peacocks And Associated Martingales, With Explicit Constructions

by Bernard Roynette, Christophe Profeta, Francis Hirsch e Marc Yor

118,59€ + 10% CARD

 'Peacocks' and their associated mathematical phenomena, 'martingales', play a key role in the mathematics of finance. This monograph uses a variety of methods from time inversion to Skorokhod embeddings in its exploration of peacocks and martingales.
ENGLISH

Selected Aspects Of Fractional Brownian Motion

by Ivan Nourdin

158,34€ + 10% CARD

 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.
ENGLISH

Affine Diffusions And Related Processes: Simulation, Theory And Applications

by Aurelien Alfonsi

~~60,82€~~ 42,57€ 30% OFF

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 This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.
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