Paris Princeton Lectures On Mathematical Finance 2002
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Paris Princeton Lectures On Mathematical Finance 2002
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Author : Peter Bank
language : en
Publisher: Springer
Release Date : 2003-08-11
Paris Princeton Lectures On Mathematical Finance 2002 written by Peter Bank and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-08-11 with Mathematics categories.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.
Paris Princeton Lectures On Mathematical Finance 2002
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Author : Peter Carmona Rene Bank
language : en
Publisher: Springer
Release Date : 2014-01-15
Paris Princeton Lectures On Mathematical Finance 2002 written by Peter Carmona Rene Bank and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Paris Princeton Lectures On Mathematical Finance 2004
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Author : René Carmona
language : en
Publisher: Springer
Release Date : 2007-08-10
Paris Princeton Lectures On Mathematical Finance 2004 written by René Carmona and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08-10 with Mathematics categories.
This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.
Paris Princeton Lectures On Mathematical Finance
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Author :
language : en
Publisher:
Release Date : 2004
Paris Princeton Lectures On Mathematical Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business mathematics categories.
Paris Princeton Lectures On Mathematical Finance 2010
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Author : Areski Cousin
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-29
Paris Princeton Lectures On Mathematical Finance 2010 written by Areski Cousin 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 2011-06-29 with Mathematics categories.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Stochastic Processes And Applications To Mathematical Finance
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Author : Jiro Akahori
language : en
Publisher: World Scientific
Release Date : 2006
Stochastic Processes And Applications To Mathematical Finance written by Jiro Akahori and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance. Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles. Contents: Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications (E Barucci et al.); Hedging of Credit Derivatives in Models with Totally Unexpected Default (T R Bielecki et al.); A Large Trader-Insider Model (A Kohatsu-Higa & A Sulem); [GLP & MEMM] Pricing Models and Related Problems (Y Miyahara); Topics Related to Gamma Processes (M Yamazato); On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index a (H Hashimoto et al.); Martingale Representation Theorem and Chaos Expansion (S Watanabe). Readership: Graduate students, researchers and practitioners in the field of stochastic processes and mathematical finance.
Stochastic Methods In Asset Pricing
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Author : Andrew Lyasoff
language : en
Publisher: MIT Press
Release Date : 2017-08-25
Stochastic Methods In Asset Pricing written by Andrew Lyasoff and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-25 with Business & Economics categories.
A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their connections to the principles of asset pricing. The book is broader in scope than other introductory-level graduate texts on the subject, requires fewer prerequisites, and covers the relevant material at greater depth, mainly without rigorous technical proofs. The book brings to an introductory level certain concepts and topics that are usually found in advanced research monographs on stochastic processes and asset pricing, and it attempts to establish greater clarity on the connections between these two fields. The book begins with measure-theoretic probability and integration, and then develops the classical tools of stochastic calculus, including stochastic calculus with jumps and Lévy processes. For asset pricing, the book begins with a brief overview of risk preferences and general equilibrium in incomplete finite endowment economies, followed by the classical asset pricing setup in continuous time. The goal is to present a coherent single overview. For example, the text introduces discrete-time martingales as a consequence of market equilibrium considerations and connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including stochastic volatility, exchange options, and the exercise of American options), Merton's investment–consumption problem, and several other applications. The book includes more than 450 exercises (with detailed hints). Appendixes cover analysis and topology and computer code related to the practical applications discussed in the text.
Mathematical Modeling In Biomedical Imaging I
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Author : Habib Ammari
language : en
Publisher: Springer
Release Date : 2009-09-18
Mathematical Modeling In Biomedical Imaging I written by Habib Ammari and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-18 with Mathematics categories.
This volume details promising analytical and numerical techniques for solving challenging biomedical imaging problems, which trigger the investigation of interesting issues in various branches of mathematics.
The Art Of Random Walks
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Author : Andras Telcs
language : en
Publisher: Springer
Release Date : 2006-10-18
The Art Of Random Walks written by Andras Telcs and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-18 with Mathematics categories.
The main aim of this book is to reveal connections between the physical and geometric properties of space and diffusion. This is done in the context of random walks in the absence of algebraic structure, local or global spatial symmetry or self-similarity. The author studies heat diffusion at this general level and discusses the multiplicative Einstein relation; Isoperimetric inequalities; and Heat kernel estimates; Elliptic and parabolic Harnack inequality.
Introduction To Symplectic Dirac Operators
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Author : Katharina Habermann
language : en
Publisher: Springer
Release Date : 2006-10-28
Introduction To Symplectic Dirac Operators written by Katharina Habermann and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-28 with Mathematics categories.
This volume is the first one that gives a systematic and self-contained introduction to the theory of symplectic Dirac operators and reflects the current state of the subject. At the same time, it is intended to establish the idea that symplectic spin geometry and symplectic Dirac operators may give valuable tools in symplectic geometry and symplectic topology, which have become important fields and very active areas of mathematical research.