Isbn: 9783642140068 - lévy matters i: recent progress in theory and applications: foundations, trees and numerical issues in finance: 2001 (lecture notes in mathematics) (18 resultados)

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783642140068.

Condición: New.

Condición: As New. Unread book in perfect condition.

Paperback. Condición: New.

Condición: New.

Condición: New. In English.

Condición: As New. Unread book in perfect condition.

Condición: New. pp. 220.

Paperback. Condición: Brand New. 206 pages. 8.90x6.10x0.50 inches. In Stock.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.…

Kartoniert / Broschiert. Condición: New.

Taschenbuch. Condición: Neu. Lévy Matters I | Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance | Thomas Duquesne (u. a.) | Taschenbuch | Lecture Notes in Mathematics | xiv | Englisch | 2010 | Springer | EAN 9783642140068 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Over the past 10-15 years, we have seen a revival of general Levy ¿ processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process have been considered as appropriate models for most applications. Nowadays, the need for more realistic modelling of irregular behaviour of phen- ena in nature and society like jumps, bursts, and extremeshas led to a renaissance of the theory of general Levy ¿ processes. Theoretical and applied researchers in elds asdiverseas quantumtheory,statistical physics,meteorology,seismology,statistics, insurance, nance, and telecommunication have realised the enormous exibility of Lev ¿ y models in modelling jumps, tails, dependence and sample path behaviour. L¿ evy processes or Levy ¿ driven processes feature slow or rapid structural breaks, extremal behaviour, clustering, and clumping of points. Toolsandtechniquesfromrelatedbut disctinct mathematical elds, such as point processes, stochastic integration,probability theory in abstract spaces, and differ- tial geometry, have contributed to a better understanding of Le ¿vy jump processes. As in many other elds, the enormous power of modern computers has also changed the view of Levy ¿ processes. Simulation methods for paths of Levy ¿ p- cesses and realisations of their functionals have been developed. Monte Carlo simulation makes it possible to determine the distribution of functionals of sample paths of Levy ¿ processes to a high level of accuracy.…

Condición: new. Questo è un articolo print on demand.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets. 220 pp. Englisch.…

Condición: New. Print on Demand pp. 220.

Condición: New. PRINT ON DEMAND pp. 220.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Over the past 10-15 years, we have seen a revival of general Levy ¿ processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process have been considered as appropriate models for most applications. Nowadays, the need for more realistic modelling of irregular behaviour of phen- ena in nature and society like jumps, bursts, and extremeshas led to a renaissance of the theory of general Levy ¿ processes. Theoretical and applied researchers in elds asdiverseas quantumtheory,statistical physics,meteorology,seismology,statistics, insurance, nance, and telecommunication have realised the enormous exibility of Lev ¿ y models in modelling jumps, tails, dependence and sample path behaviour. L¿ evy processes or Levy ¿ driven processes feature slow or rapid structural breaks, extremal behaviour, clustering, and clumping of points. Toolsandtechniquesfromrelatedbut disctinct mathematical elds, such as point processes, stochastic integration,probability theory in abstract spaces, and differ- tial geometry, have contributed to a better understanding of Le ¿vy jump processes. As in many other elds, the enormous power of modern computers has also changed the view of Levy ¿ processes. Simulation methods for paths of Levy ¿ p- cesses and realisations of their functionals have been developed. Monte Carlo simulation makes it possible to determine the distribution of functionals of sample paths of Levy ¿ processes to a high level of accuracy.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 220 pp. Englisch.…