LIBROS DEL AUTOR: nicolas privault

6 resultados para LIBROS DEL AUTOR: nicolas privault

nicolas privault Eliminar filtro Quitar filtros
  • STOCH INTERE RATE MODEL (3RD ED)
    Nicolas Privault / PRIVAULT NICOLAS
    This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and he...
    Disponible

    140,65 €

  • Understanding Markov Chains
    Nicolas Privault
    This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as bran...
    Disponible

    53,51 €

  • Probability on Real Lie Algebras
    Nicolas Privault / Uwe Franz
    ...
    Disponible

    179,44 €

  • Understanding Markov Chains
    Nicolas Privault
    This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes, are als...
    Disponible

    47,73 €

  • ELEMEN INTRO STOCH INTER RATE..2 ED
    Nicolas Privault / PRIVAULT NICOLAS
    ...
    Disponible

    92,92 €

  • Stochastic Analysis in Discrete and Continuous Settings
    Nicolas Privault
    This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic trainin...
    Disponible

    66,12 €