LIBROS DEL AUTOR: fred espen benth

6 resultados para LIBROS DEL AUTOR: fred espen benth

fred espen benth Eliminar filtro Quitar filtros
  • Ambit Stochastics
    Almut E. D. Veraart / Fred Espen Benth / Ole E. Barndorff-Nielsen
    Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a z...
    Disponible

    161,32 €

  • Ambit Stochastics
    Almut E. D. Veraart / Almut EDVeraart / Fred Espen Benth / Ole E. Barndorff-Nielsen / Ole EBarndorff-Nielsen
    Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development.Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a z...
    Disponible

    159,97 €

  • Paris-Princeton Lectures on Mathematical Finance 2013
    Dan Crisan / Fred Espen Benth / Paolo Guasoni
    The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis ...
    Disponible

    68,76 €

  • MODEL & PRIC FINAN MARKET WEATHER DERIVA
    BENTH FRED ESPEN / Fred Espen Benth / FRED ESPEN BENTH & JURATE SALTYTE BENTH / Jurate Saltyte Benth / Jurate Saltyte-Benth
    ...
    Disponible

    103,31 €

  • STOCHASTIC MODELING OF ELECTRICITY.(V11)
    AL FRED ESPEN BENTH ET / Fred Espen Benth / FRED ESPEN BENTH ET AL / Jurate Saltyte Benth / Steen Koekebakker
    ...
    Disponible

    157,73 €

  • Option Theory with Stochastic Analysis
    Fred Espen Benth
    This is a very basic and accessible introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo metho...
    Disponible

    72,97 €