Peng shige (33 resultados)
Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics, 1856)
Back, Kerry; Bielecki, Tomasz R.; Hipp, Christian; Peng, Shige; Schachermayer, Walter
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Editorial: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: moluna, Greven, Alemaniamoluna
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: moluna, Greven, Alemaniamoluna
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Gebunden. Condición: New.
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 151,94
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 152,28
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 174,23
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Condición: New. 1st ed. 2019 edition NO-PA16APR2015-KAP.
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Editorial: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: preigu, Osnabrück, Alemaniapreigu
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EUR 113,20
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Taschenbuch. Condición: Neu. Nonlinear Expectations and Stochastic Calculus under Uncertainty | with Robust CLT and G-Brownian Motion | Shige Peng | Taschenbuch | xiii | Englisch | 2020 | Springer | EAN 9783662599051 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartm…ann[at]springer[dot]com | Anbieter: preigu.
Idioma: Inglés
Editorial: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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Condición: New. pp. XIII, 212 10 illus. 1st ed. 2019 edition 092 NO-PA16APR2015-KAP.
Idioma: Inglés
Editorial: Springer Berlin Heidelberg, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 128,39
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectat…ions and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 183,40
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Hardcover. Condición: Brand New. 212 pages. 10.00x7.00x0.50 inches. In Stock.
Idioma: Inglés
Editorial: Springer, Springer Gabler, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 128,39
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations an…d related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Idioma: Inglés
Editorial: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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EUR 192,83
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Buchpark, Trebbin, AlemaniaBuchpark
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EUR 99,91
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Condición: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear…expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng¿s lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
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EUR 197,11
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Hardcover. Condición: New. New. book.
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Editorial: Springer, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, AlemaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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Softcover. Condición: gut. 2020. Nonlinear Expectations and Stochastic Calculus under Uncertainty In deutscher Sprache. pages.
Stochastic Methods in Finance
Kerry Back|Tomasz R. Bielecki|Christian Hipp|Shige Peng|Walter Schachermayer
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Librería: moluna, Greven, Alemaniamoluna
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This volume includes the five lecture courses given at the CIME-EMS School on Stochastic Methods in Finance held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, tha…t play a fundamental role in the ma.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condición: new. Questo è un articolo print on demand.
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Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condición: new. Questo è un articolo print on demand.
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Editorial: Springer Berlin Heidelberg Sep 2020, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 128,39
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of no…nlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. 228 pp. Englisch.
Idioma: Inglés
Editorial: Springer Berlin Heidelberg Sep 2019, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 128,39
Envío por EUR 23,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear… expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. 228 pp. Englisch.
Idioma: Inglés
Editorial: Springer, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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Condición: New. Print on Demand.
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Editorial: Springer, Springer Sep 2020, 2020
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
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EUR 128,39
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlin…ear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 228 pp. Englisch.
Idioma: Inglés
Editorial: Springer, Springer Gabler Sep 2019, 2019
Serie: Probability Theory and Stochastic Modelling, Libro 28 de 35. Libro 28 de 35 - Probability Theory and Stochastic Modelling
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 128,39
Envío por EUR 60,00Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear exp…ectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 228 pp. Englisch.
