A Benchmark Approach to Quantitative Finance
The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
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Calcolo stocastico per la finanza = Stochastic Calculation for Finance
Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
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Data Science in Theory and Practice: Techniques for Big Data Analytics and Complex Data Sets / Maria Cristina Mariani, Osei Kofi Tweneboah, Maria Pia Beccar-Varela
Delivers a comprehensive treatment of the mathematical and statistical models useful for analyzing data sets arising in various ...
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Forward-Backward Stochastic Differential Equations and their Applications
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
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Optimisation et contrôle stochastique appliqués à la finance = Optimization and stochastic control applied to finance
The objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
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Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
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Simulation and Inference for Stochastic Differential Equations : With R Examples
The book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
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Singular Stochastic Differential Equations
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated ...
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Stochastic Analysis and Applications
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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Stochastic Calculus for Fractional Brownian Motion and Related Processes
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics ...
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Stochastic Simulation
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers ...
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The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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mODa 8 - Advances in Model-Oriented Design and Analysis ; Proceedings of the 8th International Workshop in Model-Oriented Design and Analysis held in Almagro, Spain, June 4–8, 2007
The volume contains the proceedings of the 8th Workshop on Model-Oriented Design and Analysis. This book offers leading and ...
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