Contact
Hoe winkelen bij ons werkt
Bezorging
Winkelgids
Engels
290 b
Tot 30 dagen retourrecht
Klanten kochten ook
/
Gebonden (paperback)
47.72
€
/
Gebonden (paperback)
112.59
€
/
Gebonden (paperback)
11.64
€
The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered. The book also contains such new trends in applied probability as stochastic models of financial and insurance mathematics in an incomplete market. In the famous classical financial mathematics Black-Scholes model of a (B,S) market for securities prices, which is used for the description of the evolution of bonds and stocks prices and also for their derivatives, such as options, futures, forward contracts, etc., it is supposed that the dynamic of bonds and stocks prices are set by a linear differential and linear stochastic differential equations, respectively, with interest rate, appreciation rate and volatility such that they are predictable processes. Also, in the Arrow-Debreu economy, the securities prices which support a Radner dynamic equilibrium are a combination of an Ito process and a random point process, with the all coefficients and jumps being predictable processes.
Informatie over het boek
Engels
Categorieën
Geef dit boek vandaag nog cadeau
Dat gaat heel eenvoudig
1 Voeg het boek toe aan je winkelwagentje en selecteer Als cadeau bezorgen 2 Je krijgt van ons per omgaand een voucher 3 Het boek wordt bezorgd op het adres van de ontvangerDit vind je misschien ook interessant
/
Gebonden (paperback)
22.18
€
/
Gebonden (paperback)
8.71
€
/
Gebonden (paperback)
21.78
€
/
Gebonden (paperback)
23.10
€
Hoi! Ik ben Libroamiko, je boekadviseur.
Hoe kan ik je helpen?