Probabilistic Modeling in Finance and Biology
Language: English
Published by LAP LAMBERT Academic Publishing Mai 2010, 2010
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 58.54
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -In this book, I strove to propose a both precise and handy probabilistic modeling in some areas of finance and biology. Both fields are made of complex random systems, described by huge and noisy data, and call for expertise in probability theory and statistics. My work is a contribution to modeling interactions in such systems, numerical analysis of the models, and statistical analysis of experimental data. In finance, I first focus on analysis of weak error of the density of the Euler scheme for stochastic differential equations, deriving new expansions in Gaussian-like functional spaces. Then I study ergodic properties of stochastic volatility models, with extended numerical experiments. In biology, I work on cellular aging, suggesting a bifurcating autoregressive model to describe growth rates of cells and building statistical procedures to estimate parameters and test biological hypothesis. To this end, I introduce the concept of bifurcating Markov chains and prove that such stochastic processes satisfy original limit theorems. This book should be useful to academic researchers or PhD students in applied mathematics, as well as to practitioners in finance or biology. 172 pp. Englisch.…
Seller Inventory # 9783838314464
- Title
- Probabilistic Modeling in Finance and Biology
- Author
- Julien Guyon
- Publisher
- LAP LAMBERT Academic Publishing Mai 2010
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3838314468
- ISBN 13
- 9783838314464
- Item weight
- 274 grams
- Dimensions
- 220x150x11 mm
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
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