Optional Processes
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Optional Processes
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Author : Mohamed Abdelghani
language : en
Publisher: CRC Press
Release Date : 2020-06-02
Optional Processes written by Mohamed Abdelghani and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-02 with Business & Economics categories.
It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes: Theory and Applications seeks to delve into the existing theory, new developments and applications of optional processes on "unusual" probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis. This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance. Features Suitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areas Compiles almost all essential results on the calculus of optional processes in unusual probability spaces Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc.
Diffusions Markov Processes And Martingales
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Author : David Williams
language : en
Publisher: John Wiley & Sons
Release Date : 1979
Diffusions Markov Processes And Martingales written by David Williams 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 1979 with Mathematics categories.
The main themes of this book are stochastic integrals, stochastic differential equations, excursion theory and 'the general theory of processes'. Much effort has gone into the attempt to make these subjects accessible by providing many concrete examples illustrating techniques of calculation, and by treating all topics (including stochastic differential geometry) from the ground up, starting from the simplest case. In particular, the theory is developed first for the 'continuous' case, by far the most important in practice, while the general theory (and its applications) forms the last chapter. Many of the examples and many of the proofs are new and some important methods of calculation appear for the first time in a book.
Stochastic Differential Equations
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Author : Rangquan Wu
language : en
Publisher: Pitman Advanced Publishing Program
Release Date : 1985
Stochastic Differential Equations written by Rangquan Wu and has been published by Pitman Advanced Publishing Program this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Mathematics categories.
Prices In Financial Markets
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Author : Michael U. Dothan
language : en
Publisher: Oxford University Press, USA
Release Date : 1990
Prices In Financial Markets written by Michael U. Dothan and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Finance categories.
This book offers a unified treatment of selected topics in the theory of financial markets. Starting with discrete time models, Dothan introduces discrete time stochastic calculus and discrete martingale methods of intuitive simplicity to characterize attainability, completeness, pricing, and the relationship between risk and return in financial markets. Subsequently, he uses the intuition developed in conjunction with the discrete time theory to introduce continuous time calculus for continuous, jump, and mixed continuous-jump processes, and to deal with attainability, completeness, pricing, and the relationship between risk and return in general continuous time models. Throughout, the exposition of the continuous time theory emphasizes the analogies between discrete time and continuous time methods and results. The book includes many examples, applications to the pricing of options and other derivative securities, and an extensive discussion of the Black-Scholes model and its most general theoretical extension.
Indiana Pharmacist
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Author :
language : en
Publisher:
Release Date : 1887
Indiana Pharmacist written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1887 with Pharmacy categories.
E Business For The Oracle Dba
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Author : Meghraj Thakkar
language : en
Publisher: Que Publishing
Release Date : 2001
E Business For The Oracle Dba written by Meghraj Thakkar and has been published by Que Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Business & Economics categories.
With the help of Australian technical specialist Thakkar, the reader experiences a journey of how a traditional business gets converted to an eBusiness. An example business, "DOeBIZ Corporation, " is used to help users understand the various issues involved and how an Oracle DBA can deal with them.
An Introduction To The Theory Of Point Processes
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Author : D.J. Daley
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-10
An Introduction To The Theory Of Point Processes written by D.J. Daley 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 2006-04-10 with Mathematics categories.
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Proceedings Of The Acm Workshop On Digital Rights Management
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Author :
language : en
Publisher:
Release Date : 2003
Proceedings Of The Acm Workshop On Digital Rights Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Computer security categories.
Phonological Representation And Lenition Processes
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Author : Tamás Szende
language : en
Publisher:
Release Date : 1992
Phonological Representation And Lenition Processes written by Tamás Szende and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Hungarian language categories.
Ocp Oracle9i Database Fundamentals Ii Exam Guide
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Author : Rama Velpuri
language : en
Publisher: McGraw Hill Professional
Release Date : 2002-01-28
Ocp Oracle9i Database Fundamentals Ii Exam Guide written by Rama Velpuri and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-28 with Computers categories.
Prepare to pass the OCP DBA Fundamentals II exam using this Oracle Press study guide. You’ll get complete coverage of all exam topics followed by practice questions and chapter summaries. The CD-ROM contains hundreds of practice exam questions in an adaptive format.