Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time … Mehr…
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics. Media ><
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Barndorff-Nielsen, Ole E: Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & . Statistical Science and Applied Probability) - Taschenbuch
[EAN: 9789814324472], D'occasion, bon état, [SC: 20.64], [PU: World Scientific Publishing Company], A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and… Mehr…
[EAN: 9789814324472], D'occasion, bon état, [SC: 20.64], [PU: World Scientific Publishing Company], A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting., Books<
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(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Hardback, [PU: World Scientific Publishing Co Pte Ltd], Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: ran… Mehr…
Hardback, [PU: World Scientific Publishing Co Pte Ltd], Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics., Stochastics<
Ole E Barndorff-Nielsen: Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & . Statistical Science and Applied Probability) - Taschenbuch
Ole E. Barndorff-Nielsen; Albert Shiryaev: Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & Applied Probability) - gebunden oder broschiert
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time … Mehr…
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics. Media ><
Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & . Statistical Science and Applied Probability) - Taschenbuch
[EAN: 9789814324472], D'occasion, bon état, [SC: 20.64], [PU: World Scientific Publishing Company], A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and… Mehr…
[EAN: 9789814324472], D'occasion, bon état, [SC: 20.64], [PU: World Scientific Publishing Company], A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting., Books<
NOT NEW BOOK. Versandkosten: EUR 20.64 GF Books, Inc., Hawthorne, CA, U.S.A. [64674448] [Note: 5 (sur 5)]
Hardback, [PU: World Scientific Publishing Co Pte Ltd], Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: ran… Mehr…
Hardback, [PU: World Scientific Publishing Co Pte Ltd], Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics., Stochastics<
Ole E Barndorff-Nielsen: Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & . Statistical Science and Applied Probability) - Taschenbuch
Ole E. Barndorff-Nielsen; Albert Shiryaev: Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & Applied Probability) - gebunden oder broschiert
1Da einige Plattformen keine Versandkonditionen übermitteln und diese vom Lieferland, dem Einkaufspreis, dem Gewicht und der Größe des Artikels, einer möglichen Mitgliedschaft der Plattform, einer direkten Lieferung durch die Plattform oder über einen Drittanbieter (Marketplace), etc. abhängig sein können, ist es möglich, dass die von eurobuch angegebenen Versandkosten nicht mit denen der anbietenden Plattform übereinstimmen.
Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.
Detailangaben zum Buch - Change Of Time And Change Of Measure
EAN (ISBN-13): 9789814324472 ISBN (ISBN-10): 9814324477 Gebundene Ausgabe Taschenbuch Erscheinungsjahr: 2010 Herausgeber: World Scientific Publishing Co Pte Ltd 305 Seiten Gewicht: 0,599 kg Sprache: eng/Englisch
Buch in der Datenbank seit 2010-08-10T16:35:06+02:00 (Zurich) Detailseite zuletzt geändert am 2023-03-11T14:39:56+01:00 (Zurich) ISBN/EAN: 9789814324472
ISBN - alternative Schreibweisen: 981-4324-47-7, 978-981-4324-47-2 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: shiryaev, barndorff nielsen, anders nielsen, ole, rise Titel des Buches: measure for measure, time for change, probability
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