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Reeksen: boeken uit de reeks Advanced Statistical Science and Applied Probability
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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
€ 132,95Levering 1 à 2 weken€ 132,95Levering 1 à 2 weken -
Principles of Statistical Inference from a Neo-Fisherian Perspective
Luigi Pace, Alessandra Salvan
- 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
€ 62,95Levering 1 à 2 weken€ 62,95Levering 1 à 2 weken -
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
€ 143,45Levering 2 à 3 weken€ 143,45Levering 2 à 3 weken -
Spatial Branching in Random Environments and 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
€ 145,45Levering 2 à 3 weken€ 145,45Levering 2 à 3 weken -
Ruin Probabilities (Second Edition)
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
€ 335,95Levering 1 à 2 weken€ 335,95Levering 1 à 2 weken -
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
€ 99,45Levering 2 à 3 weken€ 99,45Levering 2 à 3 weken -
Stochastic Modeling of Electricity.(V11)
Fred Espen Benth, Steen Koekebakker, Jurate Saltyte-Benth
- 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
€ 225,95Levering 2 à 3 weken€ 225,95Levering 2 à 3 weken -
Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition)
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
€ 134,45Levering 2 à 3 weken€ 134,45Levering 2 à 3 weken -
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition)
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
€ 180,45Levering 2 à 3 weken€ 180,45Levering 2 à 3 weken -
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
€ 169,45Levering 1 à 2 weken€ 169,45Levering 1 à 2 weken -
Change of Time and Change of Measure
OLE E Barndorff-Nielsen, Albert N Shiryaev
- 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
€ 112,95Levering 2 à 3 weken€ 112,95Levering 2 à 3 weken -
Random Walks of Infinitely Many... (V1)
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
€ 108,95Levering 1 à 2 weken€ 108,95Levering 1 à 2 weken -
Elementary Stochastic Calculus, ... (V6)
Thomas 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
€ 82,95Levering 1 à 2 weken€ 82,95Levering 1 à 2 weken -
Principles of Statistical Inference from a Neo-Fisherian Perspective
Luigi Pace, Alessandra Salvan
- 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
€ 158,95Levering 2 à 3 weken€ 158,95Levering 2 à 3 weken -
Change of Time and Change of Measure (Second Edition)
OLE E Barndorff-Nielsen, Albert N Shiryaev
- 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
€ 103,95Levering 2 à 3 weken€ 103,95Levering 2 à 3 weken -
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
€ 85,45Levering 1 à 2 weken€ 85,45Levering 1 à 2 weken -
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
€ 127,45Levering 1 à 2 weken€ 127,45Levering 1 à 2 weken -
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
€ 228,95Levering 2 à 3 weken€ 228,95Levering 2 à 3 weken -
Modeling and Pricing in Financial Markets for Weather Derivatives
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
€ 149,95Levering 2 à 3 weken€ 149,95Levering 2 à 3 weken -
Ruin Probabilities (Second Edition)
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
€ 143,45Levering 2 à 3 weken€ 143,45Levering 2 à 3 weken
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