Seller: Books From California, Simi Valley, CA, U.S.A.
paperback. Condition: Very Good.
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Condition: New. 403 pp., paperback, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
Condition: New. pp. ix + 294.
Condition: New. pp. ix + 294.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Condition: New. pp. ix + 294.
Language: English
Published by Springer International Publishing AG, Cham, 2024
ISBN 10: 3031631927 ISBN 13: 9783031631924
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condition: new. Paperback. This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimartingales was developed. A substantial portion is dedicated to stochastic differential equations, the main results of solvability and uniqueness in weak and strong sense, linear stochastic equations, and their relation to deterministic partial differential equations. Each chapter is accompanied by numerous examples. This text stems from over twenty years of teaching experience in stochastic processes and calculus within master's degrees in mathematics, quantitative finance, and postgraduate courses in mathematics for applications and mathematical finance at the University of Bologna. The book provides material for at least two semester-long courses in scientific studies (Mathematics, Physics, Engineering, Statistics, Economics, etc.) and aims to provide a solid background for those interested in the development of stochastic calculus theory and its applications. This text completes the journey started with the first volume of Probability Theory I - Random Variables and Distributions, through a selection of advanced classic topics in stochastic analysis. This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Springer International Publishing AG, Cham, 2024
ISBN 10: 3031631897 ISBN 13: 9783031631894
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condition: new. Paperback. This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic differential calculus and statistical inference. The text originated from the teaching experience in probability and applied mathematics courses within the mathematics degree program at the University of Bologna; it is suitable for second- or third-year students in mathematics, physics, or other natural sciences, assuming multidimensional differential and integral calculus as a prerequisite. The four chapters cover the following topics: measures and probability spaces; random variables; sequences of random variables and limit theorems; and expectation and conditional distribution. The text includes a collection of solved exercises. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Paperback. Condition: Brand New. 300 pages. 9.25x6.10x9.25 inches. In Stock.
Language: Italian
Published by Edizioni di Storia e Letteratura, 2023
ISBN 10: 8893597063 ISBN 13: 9788893597067
Seller: libreriauniversitaria.it, Occhiobello, RO, Italy
Condition: NEW.
Language: Italian
Published by Edizioni di Storia e Letteratura, 2023
ISBN 10: 8893597063 ISBN 13: 9788893597067
Seller: Libro Co. Italia Srl, San Casciano Val di Pesa, FI, Italy
Rilegato. Condition: new. A cura di Pascucci F. e Sonnino A.Roma, 2023; ril., pp. 176, ill., cm 12x24. Relatori di diversa matrice - agronomi, rappresentanti delle banche e delle istituzioni per l'agricoltura, ricercatori, storici ed economisti agrari - discutono da diversi punti di vista del credito all'agricoltura, fornendo al lettore una importante fonte di informazioni, un originale momento di approfondimento consapevole e un prezioso stimolo di riflessione. Libro.
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. 2009th edition NO-PA10MAYT2014-KAP.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 30.11
Quantity: Over 20 available
Add to basketCondition: New. In Italian.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 30.11
Quantity: Over 20 available
Add to basketCondition: New. In Italian.
Condition: New. 2024th edition NO-PA16APR2015-KAP.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 31.12
Quantity: Over 20 available
Add to basketCondition: New. In Italian.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 300.
Paperback. Condition: New.
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 2012 edition. 303 pages. 9.00x6.00x0.50 inches. In Stock.
Seller: Brook Bookstore, Milano, MI, Italy
Condition: new.
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a concise yet rigorous introduction to probability theory. Among the possible approaches to the subject, the most modern approach based on measure theory has been chosen: although it requires a higher degree of mathematical abstraction and sophistication, it is essential to provide the foundations for the study of more advanced topics such as stochastic processes, stochastic differential calculus and statistical inference. The text originated from the teaching experience in probability and applied mathematics courses within the mathematics degree program at the University of Bologna; it is suitable for second- or third-year students in mathematics, physics, or other natural sciences, assuming multidimensional differential and integral calculus as a prerequisite. The four chapters cover the following topics: measures and probability spaces; random variables; sequences of random variables and limit theorems; and expectation and conditional distribution. The text includes a collection of solved exercises.
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. Financial Mathematics | Theory and Problems for Multi-period Models | Andrea Pascucci (u. a.) | Taschenbuch | UNITEXT | ix | Englisch | 2012 | Springer | EAN 9788847025370 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. Probability Theory I | Random Variables and Distributions | Andrea Pascucci | Taschenbuch | UNITEXT | xxi | Englisch | 2024 | Springer | EAN 9783031631894 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers a modern approach to the theory of continuous-time stochastic processes and stochastic calculus. The content is treated rigorously, comprehensively, and independently. In the first part, the theory of Markov processes and martingales is introduced, with a focus on Brownian motion and the Poisson process. Subsequently, the theory of stochastic integration for continuous semimartingales was developed. A substantial portion is dedicated to stochastic differential equations, the main results of solvability and uniqueness in weak and strong sense, linear stochastic equations, and their relation to deterministic partial differential equations. Each chapter is accompanied by numerous examples. This text stems from over twenty years of teaching experience in stochastic processes and calculus within master's degrees in mathematics, quantitative finance, and postgraduate courses in mathematics for applications and mathematical finance at the University of Bologna. The book provides material for at least two semester-long courses in scientific studies (Mathematics, Physics, Engineering, Statistics, Economics, etc.) and aims to provide a solid background for those interested in the development of stochastic calculus theory and its applications. This text completes the journey started with the first volume of Probability Theory I - Random Variables and Distributions, through a selection of advanced classic topics in stochastic analysis.
Seller: preigu, Osnabrück, Germany
Taschenbuch. Condition: Neu. Probability Theory II | Stochastic Calculus | Andrea Pascucci | Taschenbuch | UNITEXT | xix | Englisch | 2024 | Springer | EAN 9783031631924 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Seller: CSG Onlinebuch GMBH, Darmstadt, Germany
GB. Condition: Sehr gut. Gebraucht - Sehr gut -This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a basic mathematical background.The first part contains a presentation of the arbitrage theory in discrete time.In the second part, the theories of stochastic calculus and parabolic PDEs are developed in detail and the classical arbitrage theory is analyzed in a Markovian setting by means of of PDEs techniques. After the martingale representation theorems and the Girsanov theory have been presented, arbitrage pricing is revisited in the martingale theory optics. General tools from PDE and martingale theories are also used in the analysis of volatility modeling.The book also contains an Introduction to Lévy processes and Malliavin calculus. The last part is devoted to the description of the numerical methods used in option pricing: Monte Carlo, binomial trees, finite differences and Fourier transform.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 106.31
Quantity: Over 20 available
Add to basketCondition: New. In English.