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An Introduction to Stochastic Differential Equations Version 1.2
These notes survey, without too many precise details, the basic theory of probability, random differential equations and some applications. Stochastic differential equations is usually, and justly, regarded as a graduate level subject. A really careful treatment assumes the students’ familiarity with probability theory, measure theory, ordinary differential equations, and partial differential equations as well. But as an experiment I...
130 p itc 27/01/2013 328 1
Từ khóa: asic probability theory, differential equations, Stochastic differential equation, applications of differential equations, ordinary differential equations, partial differential equations, toán học
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self...
412 p itc 17/01/2013 325 2
Từ khóa: probability theory, probabilistic reasoning, mathematical finance, optimisation, finance, lý thuyết xác xuất cơ bản
Introduction to Stochastic Calculus Applied to Finance
In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by...
197 p itc 07/01/2013 332 2
Từ khóa: derivative products financial markets, financial institutions, finance theory, applied probability, thị trường tài chính, introduction to stochastic calculus applied to finance
An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation
This is a lively textbook providing an introduction to financial option valuation for undergraduates armed with a knowledge of first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No background in probability, statistics or numerical analysis required. The book includes many figures and examples, as well as computations...
297 p itc 03/01/2013 296 2
Từ khóa: popular economics, Mathematics, Statistics, econometric theory, probability theory, tài chính kinh tế
Text is designed for an introductory probability course at the university level for sophomores, juniors, and seniors in mathematics, physical and social sciences, engineering, and computer science. It presents a thorough treatment of ideas and techniques necessary for a firm understanding of the subject. The text is also recommended for use in discrete probability courses. The material is organized so that the discrete and continuous...
520 p itc 03/01/2013 306 2
Từ khóa: 600 exercises, Probability, introduction to probability, Mathematics, xác xuất, toán học, bài tập toán, physical, engineering, computer science
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