Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
Continue readingThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Continue readingThe behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
Continue readingThis book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...
Continue readingThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Continue readingThe aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure ...
Continue readingTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
Continue readingThis book covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian ...
Continue readingThis book presents a multidisciplinary perspective on chance, with contributions from distinguished researchers in the areas ...
Continue readingWhat is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few ...
Continue readingThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue readingThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue readingThis book reflects the progress made in the forty years since the appearance of Robinson’s revolutionary book Nonstandard ...
Continue readingThis textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and ...
Continue readingA classical queueing model consists of three parts - arrival process, service process, and queue discipline. However, a vacation ...
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