372 rezultatov
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Introduction to Stochastic Processes with R(2016) DOBROW, ROBERT P.An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the theory of stochastic processes, with an emphasis on real-world applications of probabilityVezava: Trda161,05 € -
Stochastic Differential Equations(2003) ØKSENDAL, BERNTGives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.Vezava: Mehka78,74 € -
Stochastic Processes in Physics and Chemistry(2007) VAN KAMPEN, N.G. (INSTITUTE OF THEORETICAL PHYSICS, UNIVERSITY OF UTRECHT, THE NETHERLANDS)Replaces the contrived application of the quantum master equation with a satisfactory treatment of quantum fluctuations. This work covers the fluctuations and stochastic methods for describing them. It is of interest to students and researchers in appliedVezava: Mehka136,79 € -
Arbitrage Theory in Continuous Time(2019) BJORK, TOMAS (PROFESSOR OF MATHEMATICAL FINANCE, PROFESSOR OF MATHEMATICAL FINANCE, DEPARTMENT OF FINANCE, STOCKHOLM SCHOOL OF ECONOMICS)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 mathematical principles with economic applications.Vezava: Trda117,25 € -
Markov Chains(1998) NORRIS, J. R. (UNIVERSITY OF CAMBRIDGE)A textbook for students with some background in probability that develops quickly a rigorous theory of Markov chains and shows how actually to apply it, e.g. to simulation, economics, optimal control, genetics, queues and many other topics, and exercisesVezava: Mehka76,02 € -
Understanding Markov Chains(2018) PRIVAULT, NICOLASThis book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities.Vezava: Mehka58,20 €
