Statistics of Financial Markets : An Introduction
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
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Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic Discrete Event Systems : Modeling, Evaluation, Applications
The behavior of many technical systems important in everyday life can be described using discrete states and state-changing ...
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Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
This book presents stochastic processes, control theory, differential games, optimization, and their applications in finance, ...
Lire la suiteStochastics of Environmental and Financial Economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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Survival and Event History Analysis : A Process Point of View
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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Séminaire de Probabilités XL = XL Probability Seminar
Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
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The Bayesian Choice : From Decision-Theoretic Foundations to Computational Implementation
This book covers both the basic ideas of statistical theory, and also some of the more modern and advanced topics of Bayesian ...
Lire la suiteThe Challenge of Chance : A Multidisciplinary Approach from Science and the Humanities
This book presents a multidisciplinary perspective on chance, with contributions from distinguished researchers in the areas ...
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The Generic Chaining
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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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The Strength of Nonstandard Analysis
This book reflects the progress made in the forty years since the appearance of Robinson’s revolutionary book Nonstandard ...
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Univariate Stable Distributions
This textbook highlights the many practical uses of stable distributions, exploring the theory, numerical algorithms, and ...
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Vacation Queueing Models
A classical queueing model consists of three parts - arrival process, service process, and queue discipline. However, a vacation ...
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