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Language: en
Pages: 432
Pages: 432
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media
A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first re
Language: en
Pages: 390
Pages: 390
Type: BOOK - Published: 2021-10-25 - Publisher: Walter de Gruyter GmbH & Co KG
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-ti
Language: en
Pages: 393
Pages: 393
Type: BOOK - Published: 2011-06-06 - Publisher: Springer Science & Business Media
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spac
Language: en
Pages: 379
Pages: 379
Type: BOOK - Published: 2001-01-10 - Publisher: World Scientific
This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are pro
Language: en
Pages: 363
Pages: 363
Type: BOOK - Published: 2002-01-18 - Publisher: World Scientific
This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York Univ