Martingale

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation  eBooks & eLearning

Posted by AvaxGenius at May 13, 2018
Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation by Tomasz Komorowski
English | PDF(Repost),EPUB | 2012 | 494 Pages | ISBN : 3642298796 | 11.86 MB

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Vagabond des limbes - T17 - La martingale céleste cbz  Comics

Posted by Kochet at May 10, 2019
Vagabond des limbes - T17 - La martingale céleste cbz

Vagabond des limbes - T17 - La martingale céleste cbz
French | CBZ | 25.7 MB

Model-free Hedging: A Martingale Optimal Transport Viewpoint  eBooks & eLearning

Posted by interes at June 10, 2017
Model-free Hedging: A Martingale Optimal Transport Viewpoint

Model-free Hedging: A Martingale Optimal Transport Viewpoint by Pierre Henry-Labordere
English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3,3 MB

Martingale Methods in Statistics  eBooks & eLearning

Posted by yoyoloit at Oct. 24, 2021
Martingale Methods in Statistics

Martingale Methods in Statistics
by Yoichi Nishiyama

English | 2021 | ISBN: ‎ 1466582812 | 260 pages | True PDF | 4.85 MB

PDE and Martingale Methods in Option Pricing (Repost)  eBooks & eLearning

Posted by leonardo78 at May 21, 2018
PDE and Martingale Methods in Option Pricing (Repost)

PDE and Martingale Methods in Option Pricing by Andrea Pascucci
Language: English | 2011 | ISBN: 8847017807 | 721 pages | PDF | 6,5 MB

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing.

Martingale Methods in Financial Modelling (Repost)  eBooks & eLearning

Posted by AvaxGenius at Jan. 3, 2021
Martingale Methods in Financial Modelling (Repost)

Martingale Methods in Financial Modelling by Marek Musiela
English | PDF | 2005 | 721 Pages | ISBN : 3540209662 | 6.8 MB

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. The first part of the text starts with discrete-time models of financial markets, including the Cox-Ross-Rubinstein binomial model.

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach, 2nd Edition  eBooks & eLearning

Posted by hill0 at July 31, 2021
Continuous-Time Asset Pricing Theory: A Martingale-Based Approach, 2nd Edition

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach
English | 2021 | ISBN: 3030744094 | 467 Pages | PDF EPUB | 23 MB

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation  eBooks & eLearning

Posted by AvaxGenius at April 21, 2018
Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation

Fluctuations in Markov Processes: Time Symmetry and Martingale Approximation by Tomasz Komorowski
English | PDF(Repost),EPUB | 2012 | 494 Pages | ISBN : 3642298796 | 11.86 MB

The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses.

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach  eBooks & eLearning

Posted by AvaxGenius at June 5, 2018
Continuous-Time Asset Pricing Theory: A Martingale-Based Approach

Continuous-Time Asset Pricing Theory: A Martingale-Based Approach By Robert A. Jarrow
English | PDF,EPUB | 2018 | 457 Pages | ISBN : 331977820X | 11.03 MB

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, and many different approaches can be used to present this material. Existing PhD–level books on this topic are aimed at either economics and business school students or mathematics students. While the first mostly ignore much of the research done in mathematical finance, the second emphasizes mathematical finance but does not focus on the topics of most relevance to economics and business school students.

Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences  eBooks & eLearning

Posted by AvaxGenius at March 14, 2022
Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences

Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences by François Baccelli
English | PDF | 2003 | 346 Pages | ISBN : 3540660887 | 21.9 MB

The Palm theory and the Loynes theory of stationary systems are the two pillars of the modern approach to queuing. This book, presenting the mathematical foundations of the theory of stationary queuing systems, contains a thorough treatment of both of these.