Backward Stochastic Differential Equations 9781493984329 现货图书
Product Details 基本信息 ISBN-13 书号 9781493984329 Author 作者 Jianfeng Zhang Format 版本 平装-胶订 Pages Number 页数 388页 Publisher 出版社 Springer New York Publication Date 出版日期 2018-03-08 Language 语种 英语 Book Contents 内容简介 This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for
¥677.00
【预订】Mathematics of Financial Markets 9781441919427 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781441919427 Author 作者 Elliott Format 版本 平装-胶订 Pages Number 页数 354页 Publisher 出版社 Springer New York Publication Date 出版日期 2010-11-25 Language 语种 英语 Book Contents 内容简介 This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or ‘exotic’) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of cur
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【预订】Cooperative Stochastic Differential Games 9781441920942 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781441920942 Author 作者 Yeung Format 版本 平装-胶订 Pages Number 页数 242页 Publisher 出版社 Springer New York Publication Date 出版日期 2010-11-25 Language 语种 英语 Book Contents 内容简介 Numerical Optimization presents a comprehensive and up-to-date deion of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It
¥1002
【预订】Continuous-Time Markov Chains and Applications 978148999 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781489991188 Author 作者 Yin Format 版本 平装-胶订 Pages Number 页数 430页 Publisher 出版社 Springer New York Publication Date 出版日期 2014-11-09 Product Dimensions 商品尺寸 9.2 x 6.1 x 0.9 cm Shipping Weight 商品重量 688g Language 语种 英语 Book Contents 内容简介 This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, produc
¥1236
【预订】Methods of Mathematical Finance 9781493968145 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781493968145 Author 作者 Karatzas Format 版本 精装 Pages Number 页数 415页 Publisher 出版社 Springer New York Publication Date 出版日期 2016-12-30 Product Dimensions 商品尺寸 9.2 x 6.1 x 0.9 cm Shipping Weight 商品重量 1710g Language 语种 英语 Book Contents 内容简介 This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to the study of complete market equilibrium, providing conditions for the existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in
¥1256
【预订】Optimal Stochastic Control, Stochastic Target Problems, 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781493900428 Author 作者 Touzi Format 版本 平装-胶订 Pages Number 页数 214页 Publisher 出版社 Springer New York Publication Date 出版日期 2014-10-15 Product Dimensions 商品尺寸 9.2 x 6.1 x 0.4 cm Shipping Weight 商品重量 349g Language 语种 英语 Book Contents 内容简介 This book collects some recent developments in stochasticcontrol theory with applications to financial mathematics. We first addressstandard stochastic control problems from the viewpoint of the recentlydeveloped weak dynamic programming principle. A special emphasis is put on theregularity issues and, in particular, on the behavior of the value functionnear the boundary. We then provide a quick review of the main tools fromviscosity solutions which allow to overcome all regularity problems.We next address the class of stochastic target problemswhich extends in a nontrivial way the
¥1216
Controlled Markov Processes and Viscosity Solutions 97814419 现货图书
Product Details 基本信息 ISBN-13 书号 9781441920782 Author 作者 Fleming Format 版本 平装-胶订 Pages Number 页数 429页 Publisher 出版社 Springer New York Publication Date 出版日期 2010-11-19 Language 语种 英语 Book Contents 内容简介 This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.
¥1663
【预订】Numerical Optimization 9781493937110 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781493937110 Author 作者 Nocedal Format 版本 平装-胶订 Pages Number 页数 664页 Publisher 出版社 Springer New York Publication Date 出版日期 2009-04-01 Shipping Weight 商品重量 3340g Language 语种 英语 Book Contents 内容简介 Numerical Optimization presents a comprehensive and up-to-date deion of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the
¥520.00
Research Problems in Discrete Geometry 9781441920164 现货图书
Product Details 基本信息 ISBN-13 书号 9781441920164 Author 作者 Brass Format 版本 平装-胶订 Pages Number 页数 500页 Publisher 出版社 Springer New York Publication Date 出版日期 2010-10-29 Language 语种 英语 Book Contents 内容简介 Although discrete geometry has a rich history extending more than 150 years, it abounds in open problems that even a high-school student can understand and appreciate. Some of these problems are notoriously difficult and are intimately related to deep questions in other fields of mathematics. But many problems, even old ones, can be solved by a clever undergraduate or a high-school student equipped with an ingenious idea and the kinds of skills used in a mathematical olympiad. Research Problems in Discrete Geometry is the result of a 25-year-old project initiated by the late Leo Moser. It is a collection of more than 500 attractive open problems in the field. The largely self-c
¥520.00
The Elements of Statistical Learning 9780387848570 现货图书
Product Details 基本信息 ISBN-13 书号 9780387848570 Author 作者 Trevor Hastie Stanford University Dept. of Statistics Stan Format 版本 精装 Pages Number 页数 745页 Publisher 出版社 Springer New York Publication Date 出版日期 2009-02-09 Product Dimensions 商品尺寸 16.3 x 23.6 x 3.6 cm Shipping Weight 商品重量 1.2 kg Language 语种 其它(含多语) Book Contents 内容简介 This book describes the important ideas in a variety of fields such as medicine, biology, finance, and marketing?in a common conceptual framework. While the approach is statistical, the emphasis is on concepts rather than mathematics. Many examples are given, with a liberal use of colour graphics. It is?a valuable resource for statisticians and anyone interested in data mining in science or industry. The book s coverage is broad, from supervised learning (prediction) to unsupervised learning. The many topics include neural networks, sup
¥780.00
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