LIBROS DEL AUTOR: robert j elliott

8 resultados para LIBROS DEL AUTOR: robert j elliott

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  • Introduction to Hidden Semi-Markov Models
    John van der Hoek / Robert J. Elliott / Robert JElliott
    ...
    Disponible

    79,21 €

  • Stochastic Calculus and Applications
    Robert J. Elliott / Samuel N. Cohen
    Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release...
    Disponible

    45,94 €

  • Stochastic Calculus and Applications
    Robert J. Elliott / Samuel N. Cohen
    Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release...
    Disponible

    82,26 €

  • Mathematics of Financial Markets
    P. Ekkehard Kopp / Robert J Elliott
    This work is aimed at an audience with asound mathematical background wishing to leam about the rapidly expanding field of mathematical finance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and prob ability. The emphasis throughout is on developing the mathematical concepts re­ quired for the theory within the...
    Disponible

    47,77 €

  • Measure Theory and Filtering
    Lakhdar Aggoun / Robert J. Elliott / Robert JElliott
    ...
    Disponible

    78,70 €

  • Hidden Markov Models
    John B. Moore / Lakhdar Aggoun / Robert J Elliott
    As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In...
    Disponible

    268,67 €

  • Mathematics of Financial Markets
    P. Ekkehard Kopp / Robert J Elliott
    Pricing by Arbitrage * Martingale Measures * The Fundamental Theorem of Asset Pricing * Complete Markets and Martingale Representation * Stopping Times and American Options * A Review of Continuous Time Stochastic Calculus * European Options in Continuous Time * The American Option * Bonds and Term Structure * Consumption-Investment Strategies * ...
    Disponible

    90,52 €

  • Binomial Models in Finance
    John van der Hoek / Robert J Elliott
    The Binomial Model for Stock Options.- The Binomial Model for Other Contracts.- Multiperiod Binomial Models.- Hedging.- Forward and Futures Contracts.- American and Exotic Option Pricing.- Path-Dependent Options.- The Greeks.- Dividends.- Implied Volatility Trees.- Implied Binomial Trees.- Interest Rate Models.- Real Options.- The Binomial Distribution.- An Application of Linea...
    Disponible

    269,04 €