LIBROS DEL AUTOR: rene carmona

14 resultados para LIBROS DEL AUTOR: rene carmona

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  • Probabilistic Theory of Mean Field Games with Applications I
    François Delarue / René Carmona
    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume I of the book is entirely devoted to the theory of mean field games without a common nois...
    Disponible

    211,54 €

  • Probabilistic Theory of Mean Field Games with Applications II
    François Delarue / Rene Carmona
    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common...
    Disponible

    185,67 €

  • Probabilistic Theory of Mean Field Games with Applications II
    François Delarue / René Carmona
    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common...
    Disponible

    184,32 €

  • Probabilistic Theory of Mean Field Games with Applications I
    François Delarue / René Carmona
    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume I of the book is entirely devoted to the theory of mean field games without a common nois...
    Disponible

    210,18 €

  • Statistical Analysis of Financial Data in R
    René Carmona
    Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics and modern statistical techniques can be used in the solutions of concrete financia...
    Disponible

    170,07 €

  • Statistical Analysis of Financial Data in R
    René Carmona
    Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics and modern statistical techniques can be used in the sol...
    Disponible

    232,09 €

  • Statistical Analysis of Financial Data in S-Plus
    Ren Carmona / Rene A. Carmona
    This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate...
    Disponible

    142,44 €

  • Spectral Theory of Random Schrödinger Operators
    J. Lacroix / Rene Carmona
    Since the seminal work of P. Anderson in 1958, localization in disordered systems has been the object of intense investigations. Mathematically speaking, the phenomenon can be described as follows: the self-adjoint operators which are used as Hamiltonians for these systems have a ten­ dency to have pure point spectrum, especially in low dimension or f...
    Disponible

    132,36 €

  • Interest Rate Models
    M R Tehranchi / René Carmona
    The Term Structure of Interest Rates.- Data and Instruments of the Term Structure of Interest Rates.- Term Structure Factor Models.- Infinite Dimensional Stochastic Analysis.- Infinite Dimensional Integration Theory.- Stochastic Analysis in Infinite Dimensions.- The Malliavin Calculus.- Generalized Models for the Term Structure of Interest Rates.- General Models.- Specific Mode...
    Disponible

    132,88 €

  • Indifference Pricing
    René Carmona
    This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who’s who of leading experts in the field to provide the definitive introduction for students, scholars, and researchers. Until recently, financial mathematicians and engineers developed pricing and hedging procedures that...
    Disponible

    179,56 €

  • Paris-Princeton Lectures on Mathematical Finance 2004
    Ivar Ekeland / Rene Carmona
    ...
    Disponible

    66,44 €

  • Interest Rate Models
    M R Tehranchi / René Carmona
    This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest ra...
    Disponible

    65,09 €

  • Spectral Theory of Random Schrödinger Operators
    J. Lacroix / Rene Carmona
    Since the seminal work of P. Anderson in 1958, localization in disordered systems has been the object of intense investigations. Mathematically speaking, the phenomenon can be described as follows: the self-adjoint operators which are used as Hamiltonians for these systems have a ten­ dency to have pure point spectrum, especially in low dimension or f...
    Disponible

    204,78 €

  • Ecole d’Ete de Probabilites de Saint Flour XIV, 1984
    Harry Kesten / Rene Carmona
    ...
    Disponible

    70,44 €