Basic Stochastic Processes A Course Through Exercises
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Basic Stochastic Processes
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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-07-26
Basic Stochastic Processes written by Zdzislaw Brzezniak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-07-26 with Mathematics categories.
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
Basic Stochastic Processes A Course Through Exercises
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Author : Brzezniak
language : en
Publisher:
Release Date : 2005-01-01
Basic Stochastic Processes A Course Through Exercises written by Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Sustainable development categories.
In Indian context.
Basic Stochastic Processes
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Author : Z. Brzezniak
language : en
Publisher:
Release Date : 1999
Basic Stochastic Processes written by Z. Brzezniak and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Processos estocasticos categories.
Basic Stochastic Processes
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Author : Zdzislaw Brzezniak
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Basic Stochastic Processes written by Zdzislaw Brzezniak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed treatment of conditional expectation and probability, a topic that in principle belongs to probability theory, but is essential as a tool for stochastic processes. The book centers on exercises as the main means of explanation.
Introduction To Stochastic Processes
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Author : Dharmaraja Selvamuthu
language : en
Publisher: Springer Nature
Release Date : 2025-07-02
Introduction To Stochastic Processes written by Dharmaraja Selvamuthu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-02 with Mathematics categories.
This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial challenges during their studies. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus. With a special focus on finance, the book dedicates three chapters to explore the applications of stochastic processes in options, credit risk and insurance. Organized into sixteen chapters and one appendix, the book takes the readers to a well-organized learning. To fully grasp the intricacies of stochastic processes, students are expected to have a solid grounding in real analysis, linear algebra, and differential equations. Practical examples are emphasized throughout the book, carefully selected from various fields. The exercises at the end of each chapter are designed with the same objective in mind. Stochastic processes play a significant role in various scientific disciplines and real-life applications.
Theory And Statistical Applications Of Stochastic Processes
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Author : Yuliya Mishura
language : en
Publisher: John Wiley & Sons
Release Date : 2018-01-04
Theory And Statistical Applications Of Stochastic Processes written by Yuliya Mishura and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-04 with Mathematics categories.
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.
Measure Probability And Mathematical Finance
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Author : Guojun Gan
language : en
Publisher: John Wiley & Sons
Release Date : 2014-05-05
Measure Probability And Mathematical Finance written by Guojun Gan and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-05 with Mathematics categories.
An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.
International Bibliography Of Economics
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Author : Compiled by the British Library of Political and Economic Science
language : en
Publisher: Psychology Press
Release Date : 2001-11-22
International Bibliography Of Economics written by Compiled by the British Library of Political and Economic Science and has been published by Psychology Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-11-22 with Business & Economics categories.
IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.
Transferring Information Literacy Practices
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Author : Billy Tak Hoi Leung
language : en
Publisher: Springer
Release Date : 2019-05-28
Transferring Information Literacy Practices written by Billy Tak Hoi Leung and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-28 with Language Arts & Disciplines categories.
This book focuses on information literacy for the younger generation of learners and library readers. It is divided into four sections: 1. Information Literacy for Life; 2. Searching Strategies, Disciplines and Special Topics; 3. Information Literacy Tools for Evaluating and Utilizing Resources; 4. Assessment of Learning Outcomes. Written by librarians with wide experience in research and services, and a strong academic background in disciplines such as the humanities, social sciences, information technology, and library science, this valuable reference resource combines both theory and practice. In today's ever-changing era of information, it offers students of library and information studies insights into information literacy as well as learning tips they can use for life.
Risk Management In Banks And Insurance Companies
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Author : Anja Blatter
language : en
Publisher: Springer Nature
Release Date : 2024-07-19
Risk Management In Banks And Insurance Companies written by Anja Blatter and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-19 with Business & Economics categories.
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is required. The textbook is divided into five parts. First, the reader learns the basics of analyzing and modeling market risks. Next, the authors introduce and explain the modeling of credit risks and operational risks are quantified by calibrating loss distributions based on expert estimates. Furthermore, individual risk measures are examined in more detail. In order to calculate a risk measure for an overall portfolio to determine the risk capital, the question of the aggregation method is discussed. There are various common concepts for this, which are examined in more detail in the last part of the book. The book is aimed at students of business administration with a focus on financial services. Accompanying the book, readers receive Excel spreadsheets as digital bonus material for practice and application.