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Stochastic Analysis for Finance with Simulations

of theoretical concepts. Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the;

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Stochastic Exponential Growth and Lattice Gases

The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a;

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Stochastic Analysis And Applications To Finance

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and;

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Stochastic Analysis, Stochastic Systems, And Applications To Finance

with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part;

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Modern Methods in Scientific Computing and Applications

. The remainder of the book is concerned with combining techniques with concrete applications: stochastic differential equations, image;

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Stochastic Calculus for Quantitative Finance

investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus. Mathematical Basis for Finance;

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Stochastic Finance

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time;

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Introductory Stochastic Analysis For Finance And Insurance

Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and;

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Introduction to Stochastic Analysis

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide;

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Integrated Approach to Stochastic Analysis

This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance;

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Integrated Approach to Stochastic Analysis

This book on stochastic analysis is a valuable guide for mathematicians, economists, and students and researchers in the field of finance;

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Bayesian Analysis of Stochastic Process Models

stochastic processes, providing a unified treatment. * Provides a thorough introduction for research students. * Computational tools to deal with;

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Recent Development in Stochastic Dynamics and Stochastic Analysis

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other;

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Stochastic Strong Ground Motion Simulations

Assessment of potential ground motions in seismically active regions is essential for purposes of seismic design and analysis. In regions;

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Production and Efficiency Analysis with R

and stochastic data envelopment analysis. The text is intended for master students interested in empirical production and efficiency analysis;

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Stochastic Modelling of Reactionâ Diffusion Processes

reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio;

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Stochastic Modelling of Reaction-Diffusion Processes

reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio;

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Introduction to Option Pricing Theory

such topics as futures and term-structure. This self-contained work begins with five introductory chapters on stochastic analysis;

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Modeling and Management of Stochastic Systems

utility to readers with knowledge about stochastic calculus and basic probability theory. It will specifically serve as a useful resource for PhD;

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Dynamic And Stochastic Efficiency Analysis

This book extends the dynamic and stochastic analysis of economic efficiency by using the recent techniques of data envelopment;

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Stochastic Analysis

Thanks to the driving forces of the Ito calculus and the Malliavin calculus, stochastic analysis has expanded into numerous fields;

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Stochastic Geometry Analysis of Multi-Antenna Wireless Networks

This book presents a unified framework for the tractable analysis of large-scale, multi-antenna wireless networks using stochastic geometry;

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Stochastic Models, Statistics and Their Applications

analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design;

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New Trends In Stochastic Analysis And Related Topics

analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent;

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Intro To Computational Stochastic PDEs

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic;

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An Introduction to Computational Stochastic PDEs

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic;

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Analysis Of Fractional Stochastic Processes

vis-a-vis standard approaches in fractional stochastic analysis are presented together with experimental and theoretical highlights;

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