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Elementary Stochastic Calculus, With Finance In View(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
02/11/1998
An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochast...
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£48.00 |
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£43.20
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Essentials Of Stochastic Finance: Facts, Models, Theory(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
18/01/1999
This text provides information for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty. It introduces the reader to the main concepts, n...
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£270.00 |
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£243.00
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Limit Theorems For Associated Random Fields And Related Syst...(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
06/09/2007
Provides a variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, ...
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£149.00 |
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£134.10
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Stochastic Modeling Of Electricity And Related Markets(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
15/04/2008
Offers a treatment on the stochastic modeling of energy markets. This book describes Ornstein-Uhlenbeck processes as the basic modeling tool for spot price dynamics, where innovations are driven by ...
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£123.00 |
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£110.70
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Stochastic Interest Rate Modeling With Fixed Income Derivati...(Hardback)
Published:
28/03/2021
This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculatio...
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£110.00 |
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£99.00
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Ruin Probabilities (2nd Edition)(Paperback)
WS Professional
Published:
14/09/2010
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£82.00 |
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£73.80
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Ruin Probabilities (2nd Edition)(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
01/09/2010
Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg's inequality, the Cramer-Lundberg approximation, exact solutions, o...
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£195.00 |
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£175.50
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Change Of Time And Change Of Measure(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
09/11/2010
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. This book is suit...
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£61.00 |
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£54.90
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Hedging Derivatives(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
26/05/2011
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underly...
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£78.00 |
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Modeling And Pricing In Financial Markets For Weather Deriva...(Hardback)
World Scientific Publishing Co Pte Ltd
Published:
05/10/2012
Provides a tool for weather risk management and the markets for these exotic financial products are gradually emerging in size and importance. This title presents an analysis of such weather derivat...
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£81.00 |
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