Lévy Jump-Diffusions, Market Models, and Applications

Name: Lévy Jump-Diffusions, Market Models, and Applications
Brand: Scholars' Press
SKU: 9786138720492
Price: 906 CZK
Availability: InStock

Autor: Wen Jiang

Jazyk:

Vazba: Brožovaná

Vydavatel: Scholars' Press

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

906 Kč

In this book, we constructed the exponential semimartingales, martingales, discrete and continuous-t...

Informace o knize

Autor

Wen Jiang

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2019

Stránek

EAN

9786138720492

ISBN

6138720490

Enbook ID

22118814

Vydavatel

Scholars' Press

Hmotnost

137

Rozměry

150 x 220 x 5

Kompletní popis

In this book, we constructed the exponential semimartingales, martingales, discrete and continuous-time stochastic processes, Lévy processes, jump-diffusions, and market models. We modified various exponential processes and obtained the equivalent local martingale measures. We obtained the martingales properties and key features and utilized density processes for defining the equivalent changes of measures. As the change of measure was introduced, we studied and managed the stochastic exponentials, predictable characteristics, assessments analyze risk and financial holding, business processes to model, simulate, and compute with the analytics and insights. Furthermore, as the martingales and time series were simplified in integral or summative forms, these computationally tractable results could then be Fast Fourier transformed for real-time predictions and regulatory oversight.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Lévy Jump-Diffusions, Market Models, and Applications

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také