Discretization Processes by Jacod Jean (22 results)

Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Berlin Heidelberg, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Gebundene Ausgabe. Condition: Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such…processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, 'In God we trust; all others must bring data.' This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer, 2013
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Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Berlin Heidelberg, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Language: English
Published by Springer Berlin Heidelberg, 2011
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More imagesLanguage: English
Published by Springer, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Taschenbuch. Condition: Neu. Discretization of Processes | Jean Jacod (u. a.) | Taschenbuch | Stochastic Modelling and Applied Probability | xvi | Englisch | 2013 | Springer | EAN 9783642269509 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com… | Anbieter: preigu.

Language: English
Published by Springer, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Condition: New. pp. 612.

Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer Verlag, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Hardcover. Condition: Brand New. 2012 edition. 600 pages. 9.00x6.00x1.25 inches. In Stock.

Language: English
Published by Springer, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Language: English
Published by Springer, Springer Spektrum Okt 2011, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those ass…umptions through the use of data. As statisticians are wont to say, ¿In God we trust; all others must bring data.¿This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem.Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings.This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 612 pp. Englisch.

Language: English
Published by Springer, 2013
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Softcover
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Condition: New. Print on Demand pp. 612 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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Language: English
Published by Springer, 2013
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Language: English
Published by Springer, 2011
Series: Stochastic Modelling and Applied Probability, Book 24 of 30. Book 24 of 30 - Stochastic Modelling and Applied Probability
- Hardcover
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