Published by World Scientific Publishing Co., 2015
ISBN 10: 9814678589 ISBN 13: 9789814678582
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Hardcover. Condition: Near Fine. 2nd Edition. Slight rubbing to edges otherwise in excellent condition. Next day dispatch by Royal Mail in sturdy, recyclable packaging. 1000's of satisfied customers! Please contact us with any enquiries.
Published by World Scientific Publishing Company, 2015
ISBN 10: 9814678589 ISBN 13: 9789814678582
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Add to basketHardcover. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 1.45.
Published by World Scientific Publishing Company, 2015
ISBN 10: 9814678589 ISBN 13: 9789814678582
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Published by World Scientific Publishing Company, 2015
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Published by World Scientific Publishing Company, 2010
ISBN 10: 9814324477 ISBN 13: 9789814324472
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ISBN 10: 9814324477 ISBN 13: 9789814324472
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Published by World Scientific Publishing Co Pte Ltd, SG, 2015
ISBN 10: 9814678589 ISBN 13: 9789814678582
Language: English
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Hardback. Condition: New. Second Edition. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.
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ISBN 10: 9814678589 ISBN 13: 9789814678582
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First Edition
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Published by World Scientific Publishing Co Pte Ltd, SG, 2010
ISBN 10: 9814324477 ISBN 13: 9789814324472
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Hardback. Condition: New. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Published by World Scientific Publishing Company, Incorporated, 2010
ISBN 10: 9814324477 ISBN 13: 9789814324472
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Published by World Scientific Publishing Company, 2015
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Add to basketgebundene Ausgabe. Condition: Sehr gut. Advanced Series on Statistical Science & Applied Probability, Band 13. Zust: Gutes Exemplar. XVI, 305 Seiten, Englisch 588g.
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ISBN 10: 9814678589 ISBN 13: 9789814678582
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Hardcover. Condition: Brand New. 2nd revised edition edition. 326 pages. 9.00x6.25x1.00 inches. In Stock.
Published by World Scientific Publishing Co Pte Ltd, SG, 2015
ISBN 10: 9814678589 ISBN 13: 9789814678582
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Hardback. Condition: New. Second Edition. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.
Published by World Scientific Pub Co Inc, 2010
ISBN 10: 9814324477 ISBN 13: 9789814324472
Language: English
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Published by World Scientific Publishing Co Pte Ltd, SG, 2010
ISBN 10: 9814324477 ISBN 13: 9789814324472
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Hardback. Condition: New. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Published by World Scientific Publishing Company, 2015
ISBN 10: 9814678589 ISBN 13: 9789814678582
Language: English
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Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Klappentextrnrn nChange .
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ISBN 10: 9814324477 ISBN 13: 9789814324472
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Add to basketGebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as fo.
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Add to basketBuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.