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Danh mục TaiLieu.VN
A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in transient...
131 p itc 27/01/2013 315 2
Từ khóa: Stochastic Processes, nonmeasure theoretic, Mathematics, star graphs, Metropolis algorithm, toán học
Partial Differential Equations and Diffusion Processes
In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. (This is in contrast to ordinary differential equations, which deal with functions of a single variable and their derivatives.) PDEs are used to formulate problems involving functions of several variables, and are either solved by hand, or used to create a relevant computer model. PDEs...
108 p itc 27/01/2013 324 1
Từ khóa: Partial differential equation, stochastic processes, stochastic calculus, volatility estimation, optimal control, black scholes equation
Stochastic Processes Amir Dembo (revised by Kevin Ross)
These are the lecture notes for a one quarter graduate course in Stochastic Pro-cesses that I taught at Stanford. University in 2002 and 2003. This course is intended for incoming master students in Stanford's Financial Mathematics program, for ad-vanced undergraduates majoring in mathematics and for graduate students from. Engineering, Economics, Statistics or the Business school. One purpose of this text is to prepare students to a rigorous...
133 p itc 27/01/2013 273 1
Từ khóa: Stochastic Processes, Martingales and stopping times, Brownian motion, Markov, Poisson and Jump processes, Conditional expectation
Handbook of Quantitative Finance and Risk Management
Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis.
1715 p itc 07/01/2013 327 3
Từ khóa: handbook of quantitative finance, risk management, economics, accounting, statistics, econometrics, mathematics, stochastic process
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