Sökt på: Böcker av Ioannis Karatzas
totalt 12 träffar
Stochastic Processes and Related Topics
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod- els. Stamatis Cambanis, a …
Stochastic Processes and Related Topics
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a …
Brownian Motion and Stochastic Calculus
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who …
Methods of Mathematical Finance
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim …
Brownian Motion and Stochastic Calculus
Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property. * This book is written for readers who are …
Stochastic Processes and Related Topics
Concerned with stable processes and other infinitely divisible models this volume collates articles covering a range of related topics. Issues covered include: results in …
Applied Stochastic Analysis
This volume contains papers presented during a four-day Workshop that took place at Rutgers University from 29 April to 2 May, 1991. The purpose of this workshop was to promote …
Methods of Mathematical Finance
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim …
Lectures on the Mathematics of Finance
In this text, the author discusses the main aspects of mathematical finance. These include arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete …
Advances and New Trends in Environmental Informatics
This book is an outcome of the 34th International Conference EnviroInfo 2020, hosted virtually in Nicosia, Cyprus by the Research Centre on Interactive Media, Smart Systems and …
Advances and New Trends in Environmental Informatics
This book is an outcome of the 34th International Conference EnviroInfo 2020, hosted virtually in Nicosia, Cyprus by the Research Centre on Interactive Media, Smart Systems and …