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This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on …
This is the third volume of the series "Moderne Stochastik" (Modern Stochastics). As a follow-up to the volume "Wahrscheinlichkeit" (Probability Theory) it gives an intrdouction to …
This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random …
Die Wahrscheinlichkeitstheorie gehört zu den Kerndisziplinen der modernen Mathematikausbildung. Sie ist die Grundlage für alle Modelle, die „Risiko" und „Unsicherheit" einbeziehen. …
This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random variable, …
Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This …
In order not to intimidate students by a too abstract approach, this textbook on linear algebra is written to be easy to digest by non-mathematicians. It introduces the concepts of …
This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on …
In the two-volume set ‘A Selection of Highlights’ we present basics of mathematics in an exciting and pedagogically sound way. This volume examines many fundamental results in …