Hakutulokset: Kirjoja kirjailijalta Nicolas Privault
yhteensä 15 hakutulosta
Introduction to Stochastic Finance with Market Examples
Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, …
Stochastic Analysis in Discrete and Continuous Settings
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly …
Probability on Real Lie Algebras
This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic …
Elementary Introduction To Stochastic Interest Rate Modeling, An
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial …
Stochastic Analysis with Financial Applications
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed …
Stochastic Analysis with Financial Applications
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed …
Elementary Introduction To Stochastic Interest Rate Modeling, An
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial …
Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition)
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an …
Understanding Markov Chains
This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique …
Introduction to Stochastic Finance with Market Examples
Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, …
Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on …
Probability on Real Lie Algebras
This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic …