Verlag: Cambridge University Press, 2004
ISBN 10: 0521832632 ISBN 13: 9780521832632
Sprache: Englisch
Anbieter: Studibuch, Stuttgart, Deutschland
EUR 44,88
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In den Warenkorbhardcover. Zustand: Befriedigend. 384 Seiten; 9780521832632.4 Gewicht in Gramm: 1.
Verlag: Cambridge University Press, 2009
ISBN 10: 0521738652 ISBN 13: 9780521738651
Sprache: Englisch
Anbieter: medimops, Berlin, Deutschland
EUR 86,75
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbZustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
Verlag: Cambridge University Press, 2004
ISBN 10: 0521832632 ISBN 13: 9780521832632
Sprache: Englisch
Anbieter: Leopolis, Kraków, Polen
EUR 95,66
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: Very Good. 8vo (23.5 cm), XXIV, 384 pp. Hardcover (binding slightly rubbed at extremities). "Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described." (from the blurb).
Verlag: Cambridge University Press, 2009
ISBN 10: 0521738652 ISBN 13: 9780521738651
Sprache: Englisch
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 110,96
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Verlag: Cambridge University Press, 2009
ISBN 10: 0521738652 ISBN 13: 9780521738651
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
EUR 151,69
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbTaschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.