ISBN: 9783540707127 - stochastic methods: a handbook for the natural and social sciences (springer series in synergetics, 13, band 13) (11 Ergebnisse)

hardcover. Zustand: Very Good.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

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

Zustand: New. pp. 468 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Zustand: New. In English.

Hardcover. Zustand: Brand New. 4th edition. 447 pages. 9.50x6.50x1.25 inches. In Stock.

Zustand: NEW.

Zustand: New. The leading reference text in the field for many years and continuously updated and expanded. Features new sections and chapters on quantitative finance, adiabatic elimination and simulation methods. Rewritten in many places for better clar.

hardcover. Zustand: Gut. 468 Seiten; 9783540707127.3 Gewicht in Gramm: 1.

Hardcover. Zustand: Brand New. 4th edition. 447 pages. 9.50x6.50x1.25 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on approximation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in financial markets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic methods to financial markets. In doing this, I have not restricted myself to the geometric Brownian motion model, but have also attempted to give some favour of the kinds of methods used to take account of the realities of financial markets. This means that I have also given a treatment of Levy processes and their applications to finance, since these are central to most current thinking. Since this book was written the rigorous mathematical formulation of stochastic processes has developed considerably, most particularly towards greater precision and generality, and this has been reflected in the way the subject is presented in modern applications, particularly in finance.…