Name: Optional Processes: Theory and Applications (Chapman and Hall (en Inglés)
Price: 500.50 PEN
Availability: InStock
Author: Mohamed Abdelghani; Alexander Melnikov
ISBN: 9781138337268

portada Optional Processes: Theory and Applications (Chapman and Hall (en Inglés)

Formato

Libro Físico

Autor

Mohamed Abdelghani; Alexander Melnikov

Año

2020

Idioma

Inglés

N° páginas

392

Encuadernación

Tapa Dura

ISBN13

9781138337268

N° edición

Categorías

Finanzas

Optional Processes: Theory and Applications (Chapman and Hall (en Inglés)

Mohamed Abdelghani; Alexander Melnikov (Autor) · · Tapa Dura

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S/ 500,50

S/ 834,16

Ahorras: S/ 333,66

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Origen: Estados Unidos (Costos de importación incluídos en el precio)

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Reseña del libro "Optional Processes: Theory and Applications (Chapman and Hall (en Inglés)"

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes: Theory and Applications seeks to delve into the existing theory, new developments and applications of optional processes on "unusual" probability spaces. The development of stochastic calculus of optional processes marks the beginning of a new and more general form of stochastic analysis. This book aims to provide an accessible, comprehensive and up-to-date exposition of optional processes and their numerous properties. Furthermore, the book presents not only current theory of optional processes, but it also contains a spectrum of applications to stochastic differential equations, filtering theory and mathematical finance. Features Suitable for graduate students and researchers in mathematical finance, actuarial science, applied mathematics and related areas Compiles almost all essential results on the calculus of optional processes in unusual probability spaces Contains many advanced analytical results for stochastic differential equations and statistics pertaining to the calculus of optional processes Develops new methods in finance based on optional processes such as a new portfolio theory, defaultable claim pricing mechanism, etc.