Advanced Series on Statistical Science and Applied Probability: Change of Time and Change of Measure (PDF)
(Sprache: Englisch)
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to...
Leider schon ausverkauft
eBook
59.99 €
29 DeutschlandCard Punkte sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Advanced Series on Statistical Science and Applied Probability: Change of Time and Change of Measure (PDF)“
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Bibliographische Angaben
- Autoren: Ole E Barndorff-Nielsen , Albert Shiryaev;;;
- 2010, 324 Seiten, Englisch
- Verlag: World Scientific Publishing Company
- ISBN-10: 9813108002
- ISBN-13: 9789813108004
- Erscheinungsdatum: 04.11.2010
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 2.56 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Advanced Series on Statistical Science and Applied Probability: Change of Time and Change of Measure"
0 Gebrauchte Artikel zu „Advanced Series on Statistical Science and Applied Probability: Change of Time and Change of Measure“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Advanced Series on Statistical Science and Applied Probability: Change of Time and Change of Measure".
Kommentar verfassen