LIBROS DEL AUTOR: ovidiu calin

8 resultados para LIBROS DEL AUTOR: ovidiu calin

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  • Stochastic Geometric Analysis with Applications
    Ovidiu Calin
    This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related f...
    Disponible

    214,94 €

  • An Informal Introduction to Stochastic Calculus with Applications
    Ovidiu Calin
    Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general ta...
    Disponible

    194,69 €

  • An Informal Introduction to Stochastic Calculus with Applications
    Ovidiu Calin
    Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general ta...
    Disponible

    97,67 €

  • Deterministic and Stochastic Topics in Computational Finance
    Ovidiu Calin
    What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial ma...
    Disponible

    81,38 €

  • Deterministic and Stochastic Topics in Computational Finance
    Ovidiu Calin
    What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.The book presents continuous time models for financial ma...
    Disponible

    166,11 €

  • An Informal Introduction to Stochastic Calculus with Applications
    Ovidiu Calin
     The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understan...
    Disponible

    57,52 €

  • An Informal Introduction to Stochastic Calculus with Applications
    Ovidiu Calin
     The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understan...
    Disponible

    117,64 €

  • Sub-Riemannian Geometry
    Der-Chen Chang / Ovidiu Calin
    ...
    Disponible

    178,46 €