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Nonparametric statistical methods have emerged as the preferred methodology for statisticians and other scientists doing data analysis. This edition offers many improvements including: expanded coverage of nonparametric methods for experimental designs; coverage of the bootstra…
Stochastic Calculus for Finance
by Kopp, Ekkehard, Capiński, Marek, Traple, Janusz
fromMastering mathematical finance
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Type: Book
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricin…
Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to fi…
Presenting the key principles of thermodynamics from a microscopic point of view, this book provides engineers with the knowledge they need to apply thermodynamics and solve engineering challenges at the molecular level. It clearly explains the concepts of entropy and free energ…
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract …
This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or times series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary proces…
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applyin…
