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  1. Malliavin Calculus for Lévy Processes with Applications to Finance
    Malliavin Calculus for Lévy Processes with Applications to Finance
    Giulia Di Nunno
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has another goal. It portrays the most importa...
    80,24 €
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  2. Applied Stochastic Control of Jump Diffusions
    Applied Stochastic Control of Jump Diffusions
    Bernt Øksendal
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump ...
    74,89 €
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  3. Stochastic Calculus for Fractional Brownian Motion and Applications
    Stochastic Calculus for Fractional Brownian Motion and Applications
    Francesca Biagini
    Springer London
    Ebook
    Sofort lieferbar
    Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting ob...
    128,39 €
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  4. Applied Stochastic Control of Jump Diffusions
    Applied Stochastic Control of Jump Diffusions
    Bernt Øksendal
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump ...
    39,99 €
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  5. Stochastic Analysis and Applications
    Stochastic Analysis and Applications
    Fred Espen Benth
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within t...
    149,79 €
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  6. Advanced Mathematical Methods for Finance
    Advanced Mathematical Methods for Finance
    Julia Di Nunno
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures...
    96,29 €
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  7. Stochastic Partial Differential Equations
    Stochastic Partial Differential Equations
    Helge Holden
    Springer New York
    Ebook
    Sofort lieferbar
    The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. I...
    80,24 €
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  8. Applied Stochastic Control of Jump Diffusions
    Applied Stochastic Control of Jump Diffusions
    Bernt Øksendal
    Springer International Publishing
    Ebook
    Sofort lieferbar
    The 3rd edition is an expanded and updated version of the 2nd edition, containing recent developments within stochastic control and its applications. Specifically, there is a new chapter devoted to...
    69,54 €
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  9. Stochastic Differential Equations
    Stochastic Differential Equations
    Bernt Øksendal
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for m...
    58,84 €
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  10. Stochastic Differential Equations
    Stochastic Differential Equations
    Bernt Oksendal
    Springer Berlin Heidelberg
    Ebook
    Sofort lieferbar
    The main new feature of the fifth edition is the addition of a new chapter, Chapter 12, on applications to mathematical finance. I found it natural to include this material as another major applica...
    85,59 €
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  11. Stochastic Partial Differential Equations
    Stochastic Partial Differential Equations
    Helge Holden
    Birkhäuser Boston
    Ebook
    Sofort lieferbar
    This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the su...
    149,79 €
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  12. Stochastic Analysis and Related Topics VII
    Stochastic Analysis and Related Topics VII
    Laurent Decreusefond
    Birkhäuser Boston
    Ebook
    Sofort lieferbar
    One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath...
    96,29 €
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