Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
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This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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This 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 ...
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The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure ...
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Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
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This 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 ...
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What is the maximum level a certain river is likely to reach over the next 25 years? (Having experienced three times a few ...
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This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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This book reflects the progress made in the forty years since the appearance of Robinson’s revolutionary book Nonstandard ...
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This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and ...
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A classical queueing model consists of three parts - arrival process, service process, and queue discipline. However, a vacation ...
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