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Hardcover. Zustand: Very Good. 1. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

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Taschenbuch. Zustand: Neu. Tree estimation for Stochastic Volatility Models The Anderson SPDE | Approximation for diffusion models using a recombining tree. Lyapunov exponent estimation for the Anderson model in continuous space | Ionut Florescu | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639127669 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Zustand: New. pp. 472.

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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In.

Zustand: New. In.

Zustand: New. pp. 492.

Zustand: New. pp. 576.

Zustand: New. pp. 512.

Zustand: New. A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. Num Pages: 576 pages, , black & white tables, figures. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 166 x 243 x 35. Weight in Grams: 908. . 2014. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Zustand: New. pp. 456.

Gebunden. Zustand: New. Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with h.

Zustand: New. IONUT FLORESCU, PhD, is Research Associate Professor of Financial Engineering and Director of the Hanlon Financial Systems Lab at Stevens Institute of Technology. He has published extensively in his areas of research interest, which include stochastic volat.

Hardcover. Zustand: Brand New. 1st edition. 456 pages. 7.00x5.00x1.00 inches. In Stock.

Hardcover. Zustand: Brand New. 1st edition. 472 pages. 9.75x6.50x1.25 inches. In Stock.

Hardcover. Zustand: Brand New. 512 pages. 9.00x6.00x1.00 inches. In Stock.

Zustand: New. Series: Wiley Handbooks in Financial Engineering and Econometrics. Num Pages: 464 pages. BIC Classification: KCH; KFF; PBW. Category: (P) Professional & Vocational. Dimension: 257 x 186 x 62. . . 2016. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Zustand: New. This handbook provides a complete, but accessible compendium of all the major theorems, applications, and methodologies that are necessary for a clear understanding of probability. Each chapter is self-contained utilizing a common format. Algorithms and formulae are stressed when necessary and in an easy-to-locate fashion. Series: Wiley Handbooks in Applied Statistics. Num Pages: 472 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 241 x 158 x 28. Weight in Grams: 778. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.

Hardcover. Zustand: Brand New. 512 pages. 9.75x6.50x1.50 inches. In Stock.

Buch. Zustand: Neu. Neuware - A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applicationsWith a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book's primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes.Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes:\* Multiple examples from disciplines such as business, mathematical finance, and engineering\* Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material\* A rigorous treatment of all probability and stochastic processes conceptsAn appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

Buch. Zustand: Neu. Neuware - Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The Handbook of High-Frequency Trading and Modeling in Finance also features:\* Contributions by well-known experts within the academic, industrial, and regulatory fields\* A well-structured outline on the various data analysis methodologies used to identify new trading opportunities\* Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets\* Practical applications using real-world data to help readers better understand the presented materialThe Handbook of High-Frequency Trading and Modeling in Finance is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics.Ionut Florescu, PhD, is Research Associate Professor in Financial Engineering and Director of the Hanlon Financial Systems Laboratory at Stevens Institute of Technology. His research interests include stochastic volatility, stochastic partial differential equations, Monte Carlo Methods, and numerical methods for stochastic processes. Dr. Florescu is the author of Probability and Stochastic Processes, the coauthor of Handbook of Probability, and the coeditor of Handbook of Modeling High-Frequency Data in Finance, all published by Wiley.Maria C. Mariani, PhD, is Shigeko K. Chan Distinguished Professor in Mathematical Sciences and Chair of the Department of Mathematical Sciences at The University of Texas at El Paso. Her research interests include mathematical finance, applied mathematics, geophysics, nonlinear and stochastic partial differential equations and numerical methods. Dr. Mariani is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.H. Eugene Stanley, PhD, is William Fairfield Warren Distinguished Professor at Boston University. Stanley is one of the key founders of the new interdisciplinary field of econophysics, and has an ISI Hirsch index H=128 based on more than 1200 papers. In 2004 he was elected to the National Academy of Sciences.Frederi G. Viens, PhD, is Professor of Statistics and Mathematics and Director of the Computational Finance Program at Purdue University. He holds more than two dozen local, regional, and national awards and he travels extensively on a world-wide basis to deliver lectures on his research interests, which range from quantitative finance to climate science and agricultural economics. A Fellow of the Institute of Mathematics Statistics, Dr. Viens is the coeditor of Handbook of Modeling High-Frequency Data in Finance, also published by Wiley.