Stokastik

Least squares estimation, when used appropriately, is a powerful research tool. A deeper understanding of the regression concepts is essential for achieving optimal benefits from a …

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound …

Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This …

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This …

Based on a lecture course given at Chalmers University of Technology, this book is ideal for advanced undergraduate or beginning graduate students. The author first develops the …

Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear …

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic …

This edition contains detailed solutions of selected exercises. Many readers have requested this, because it makes the book more suitable for self-study. At the same time new …

5x5 Graph Paper Composition Notebook: Perfect for math, science, school, college, drawing, writing, to-do lists, and more About this notebook: Length: 103 Pages - Surprise Gift …

The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump …