Dan pirjol (23 resultados)
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Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Editorial: Springer International Publishing AG, Cham, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Paperback. Condición: new. Paperback. The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatil…ity models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models. The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book. The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models. The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Idioma: Inglés
Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Idioma: Inglés
Editorial: Springer Nature, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Editorial: Springer International Publishing, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process.These growth processes appear naturally in problems of mathematical finance as discret…e time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models.The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book.The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models.
Idioma: Inglés
Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Taschenbuch. Condición: Neu. Stochastic Exponential Growth and Lattice Gases | Statistical Mechanics of Stochastic Compounding Processes | Dan Pirjol | Taschenbuch | SpringerBriefs in Applied Sciences and Technology | ix | Englisch | 2022 | Springer | EAN 9783031111426 | Verantwortliche Person für die EU: Springer Verlag GmbH, T…iergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Idioma: Inglés
Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Condición: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance a…s discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models. The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book. The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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Paperback. Condición: New.
Idioma: Inglés
Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Condición: new. Questo è un articolo print on demand.
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Idioma: Inglés
Editorial: Springer International Publishing Sep 2022, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process.These growth processes appear naturally in problems of mathematical fi…nance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models.The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book.The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models. 144 pp. Englisch.
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Idioma: Inglés
Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Idioma: Inglés
Editorial: Springer, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Idioma: Inglés
Editorial: Springer International Publishing, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Explores a new intersection of statistical mechanics and an area of applied probability Gives a detailed treatment of the statistical mechanics of certain one-dimensional lattice gas modelsProvides Mathematica code fo…r the most important si.
Idioma: Inglés
Editorial: Springer, Palgrave Macmillan Sep 2022, 2022
Serie: SpringerBriefs in Applied Sciences and Technology, Libro 231 de 472. Libro 231 de 472 - SpringerBriefs in Applied Sciences and Technology
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finan…ce as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions.The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models. The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code.The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book. The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 144 pp. Englisch.
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Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The Reprint includes a selection of articles that have appeared in a Special Issue of Risks, and is dedicated to the memory of Peter Carr (1958-2022). The included articles should be of interest to researchers in quantitative finance, risk mana…gement, and financial engineering.
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Buch. Condición: Neu. Emerging Topics in Finance and Risk Engineering-In Memory of Peter Carr | Buch | Englisch | 2024 | MDPI AG | EAN 9783725824809 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
