Stochastic Calculus for Finance I The Binomial Asset Pricing Model
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-bas...
(paru le 20/01/2004, consulté 193 fois)
Stochastic Calculus for Finance II Continuous-Time Models
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-bas...
(paru le 20/01/2005, consulté 471 fois)
Stochastic Calculus for Finance I The Binomial Asset Pricing Model
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calc...
(paru le 17/08/2005, consulté 447 fois)
Modélisations stochastiques et simulations
Ce livre a pour thème la modélisation stochastique.
Depuis plusieurs années on observe une utilisation intensive des probabilités et de la statistique dans de nombreux domaines de recherche, par exemple la médecine, la biologie, les marchés financiers,...
(paru le 12/12/2007, consulté 490 fois)
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background....
(paru le 25/01/2006, consulté 303 fois)
Modèles stochastiques
Cet ouvrage présente de façon pédagogique les modèles stochastiques, outil de calcul et de prévision devenu indispensable aux sciences et techniques appliquées telles que les sciences physiques, économiques ou sociales, les techniques de l'ingénieur ou en...
(paru le 09/07/2007, consulté 1176 fois)
Stochastic Local Search Foundations and Applications
Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint sa...
(paru le 08/10/2004, consulté 1239 fois)
Stochastic population models
The book focuses on stochastic modeling of population
processes. The book presents new symbolic mathematical software to develop practical methodological tools for stochastic population modeling. The book assumes calculus and some knowledge of mathematic...
(paru le 19/04/2004, consulté 1149 fois)
Heavy traffic analysis of controlled queueing and communication networks
This book provides a thorough development of the powerful
methods of heavy traffic analysis and approximations with
applications to a wide variety of stochastic (e.g. queueing
and communication) networks, for both controlled and
uncontrolled systems. The ...
(paru le 01/05/2001, consulté 1170 fois)