CHANGE TIME & MEASURE
Autor Barndorff-Nielsen Ole Een Limba Engleză Hardback – 4 noi 2010
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Livrare economică 17-31 martie
Specificații
ISBN-13: 9789814324472
ISBN-10: 9814324477
Pagini: 322
Dimensiuni: 157 x 235 x 22 mm
Greutate: 0.62 kg
Editura: World Scientific
ISBN-10: 9814324477
Pagini: 322
Dimensiuni: 157 x 235 x 22 mm
Greutate: 0.62 kg
Editura: World Scientific
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Cuprins
Random Change of Time; Integral Representations and Change of Time in Stochastic Integrals; Semimartingales: Basic Notions, Structures, Elements of Stochastic Analysis; Stochastic Exponential and Stochastic Logarithm. Cumulant Processes; Processes with Independent Increments. Levy Processes; Change of Measure. General Facts; Change of Measure in Models Based on Levy Processes; Change of Time in Semimartingale Models and Models Based on Brownian Motion and Levy Processes; Conditionally Gaussian Distributions and Stochastic Volatility Models for the Discrete-time Case; Martingale Measures in the Stochastic Theory of Arbitrage; Change of Measure in Option Pricing; Conditionally Brownian and Levy Processes. Stochastic Volatility Models.