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Reeksen: boeken uit de reeks Advanced Statistical Science and Applied Probability

Reeksen: boeken uit de reeks Advanced Statistical Science and Applied Probability

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Alle boeken uit de reeks Advanced Statistical Science and Applied Probability

Non-Gaussian Merton-Black-Scholes Theory

Svetlana Boyarchenko, Sergei Z Levendorskii
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 9
- This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of the ex... Lees meer
€ 217,95

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Ruin Probabilities (2nd Edition), Vol 14

Soren Asmussen & Hansjorg Albrecher
- Paperback | Engels | Advanced Statistical Science and Applied Probability | nr. 14
- The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér... Lees meer
€ 143,45

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Change Time & Measure

Albert Shiryaev Ole E Barndorff-Nielsen
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 13
- Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applie... Lees meer
€ 112,95

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Elementary Stochastic Calculus, ... (V6)

T Mikosch
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 6
- Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics, b... Lees meer
€ 82,95

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€ 82,95

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Ruin Probabilities (2nd Edition), Vol 14

Soren Asmussen & Hansjorg Albrecher
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 14
- The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér... Lees meer
€ 335,95

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€ 335,95

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Principles of Statistical Inference (V4)

Alessandra Salvan Luigi Pace
- Paperback | Engels | Advanced Statistical Science and Applied Probability | nr. 4
- In this book, an integrated introduction to statistical inference is provided from a frequentist likelihood-based viewpoint. Classical results are pre... Lees meer
€ 83,95

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Change Time & Measure (2nd Ed)

Ole E Barndorff-Nielsen & Albert Shiryae
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 21
- Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applie... Lees meer
€ 103,95

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Limit Theorems for Associated Random Fields and Related Systems

Alexander Bulinski, Alexey Shashkin
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 10
- This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation the... Lees meer
€ 259,45

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An Elementary Introduction to Stochastic Interest Rate Modeling

Nicolas Privault
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 12
- This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important sub... Lees meer
€ 105,45

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Model & Pric Finan Market Weather Deriva

Fred Espen Benth & Jurate Saltyte Benth
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 17
- Weather derivatives provide a tool for weather risk management, and the markets for these exotic financial products are gradually emerging in size and... Lees meer
€ 149,95

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Statistical Experiments and Decision, Asymptotic Theory

Albert N Shiryaev, V G Spokoiny
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 8
- This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is "how... Lees meer
€ 164,45

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Risk-Sensitive Investment Management

Mark H a Davis & Sebastien Lleo
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 19
- Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of prac... Lees meer
€ 228,95

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Principles of Stat Inference (V4)

Alessandra Salvan Luigi Pace
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 4
- In this book, an integrated introduction to statistical inference is provided from a frequentist likelihood-based viewpoint. Classical results are pre... Lees meer
€ 158,95

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€ 158,95

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Stochastic Modeling of Electricity.(V11)

Fred Espen Benth Et Al
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 11
- The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity a... Lees meer
€ 225,95

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Elemen Intro Stoch Inter Rate..2 Ed

Nicolas Privault
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 16
- Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. T... Lees meer
€ 134,45

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Local Stereology

Eva B Vedel Jensen
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 5
- This book provides a unified exposition of local-stereological methods developed within the last 15 years. The object of local stereology is to draw i... Lees meer
€ 158,95

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Hedging Derivatives

Thorsten Rheinlander & Jenny Sexton
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 15
- Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of ... Lees meer
€ 143,45

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Spatial Branching in Random Environments & with Interaction

Janos Englander
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 20
- This unique volume discusses some recent developments in the theory of spatial branching processes and superprocesses, with special emphasis on spines... Lees meer
€ 145,45

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Stoch Intere Rate Model (3rd Ed)

Nicolas Privault
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 22
- This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation... Lees meer
€ 180,45

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Risk-Sensitive Investment Management

Mark H a Davis & Sebastien Lleo
- Paperback | Engels | Advanced Statistical Science and Applied Probability | nr. 19
- Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of prac... Lees meer
€ 99,45

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€ 99,45

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Random Walks of Infinitely Many Particles

Pal Revesz
- Hardcover | Engels | Advanced Statistical Science and Applied Probability | nr. 1
- The author's previous book, Random Walk in Random and Non-Random Environments, was devoted to the investigation of the Brownian motion of a simple par... Lees meer
€ 135,95

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