Resultados de Pesquisa

INGLÊS

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

de Donatien Hainaut

162,21€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Property Valuation And Market Cycle

121,66€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Stochastic Calculus Via Regularizations

de Francesco Russo e Pierre Vallois

142,63€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Stochastic Calculus Via Regularizations

de Francesco Russo e Pierre Vallois

185,49€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de Donatien Hainaut

158,99€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de Laurent Decreusefond

52,99€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de Donatien Hainaut

124,37€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

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

de Laurent Decreusefond

40,55€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

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

74,34€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Parameter Estimation In Fractional Diffusion Models

de Kestutis Kubilius, Kostiantyn Ralchenko e Yuliya Mishura

106,80€ + 10% EM CARTÃO

portes grátis

 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.
INGLÊS

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

de Grigorij Kulinich, Svitlana Kushnirenko e Yuliya Mishura

31,08€ + 10% EM CARTÃO

portes grátis

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

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

de Grigorij Kulinich, Svitlana Kushnirenko e Yuliya Mishura

59,61€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

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

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

de Grigorij Kulinich, Svitlana Kushnirenko e Yuliya Mishura

44,60€ + 10% EM CARTÃO

portes grátis

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

Sickle Cell Anemia - From Basic Science To Clinical Practice

175,73€ + 10% EM CARTÃO

portes grátis

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

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

115,59€ + 10% EM CARTÃO

portes grátis

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

Parameter Estimation In Fractional Diffusion Models

de Kestutis Kubilius, Kostiantyn Ralchenko e Yuliya Mishura

145,74€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Selected Aspects Of Fractional Brownian Motion

de Ivan Nourdin

124,37€ + 10% EM CARTÃO

portes grátis

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

Functionals Of Multidimensional Diffusions With Applications To Finance

de Eckhard Platen e Jan Baldeaux

59,61€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Affine Diffusions And Related Processes: Simulation, Theory And Applications

de Aurelien Alfonsi

59,61€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

145,74€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

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

Pde And Martingale Methods In Option Pricing

de Andrea Pascucci

139,79€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Peacocks And Associated Martingales, With Explicit Constructions

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

118,59€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 '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.
INGLÊS

Selected Aspects Of Fractional Brownian Motion

de Ivan Nourdin

158,34€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

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

Affine Diffusions And Related Processes: Simulation, Theory And Applications

de Aurelien Alfonsi

44,60€ + 10% EM CARTÃO

portes grátis

 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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