1# Library to Find Best eBook for Read
Author : Tomas Björk
Release : 2021-06-17
Genre : Business & Economics
Kind : eBook
Book Rating : 671/5 ( reviews)
Book Synopsis Point Processes and Jump Diffusions by : Tomas Björk
Download or read book Point Processes and Jump Diffusions written by Tomas Björk. This book was released on 2021-06-17. Available in PDF, EPUB and Kindle. Book excerpt: Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
Author : Tomas Björk
Release : 2021-06-17
Genre : Mathematics
Kind : eBook
Book Rating : 447/5 ( reviews)
Book Synopsis Point Processes and Jump Diffusions by : Tomas Björk
Download or read book Point Processes and Jump Diffusions written by Tomas Björk. This book was released on 2021-06-17. Available in PDF, EPUB and Kindle. Book excerpt: The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put new ideas into practice. Graduate students in mathematics, finance and economics will gain a good working knowledge of point-process theory, allowing them to progress to independent research.
Author : Peter Tankov
Release : 2003-12-30
Genre : Business & Economics
Kind : eBook
Book Rating : 947/5 ( reviews)
Book Synopsis Financial Modelling with Jump Processes by : Peter Tankov
Download or read book Financial Modelling with Jump Processes written by Peter Tankov. This book was released on 2003-12-30. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
Author : D.J. Daley
Release : 2007-11-12
Genre : Mathematics
Kind : eBook
Book Rating : 376/5 ( reviews)
Book Synopsis An Introduction to the Theory of Point Processes by : D.J. Daley
Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley. This book was released on 2007-11-12. Available in PDF, EPUB and Kindle. Book excerpt: This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their 1988 first edition, it brings together the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes.
Author : Bernt Øksendal
Release : 2007-04-26
Genre : Mathematics
Kind : eBook
Book Rating : 264/5 ( reviews)
Book Synopsis Applied Stochastic Control of Jump Diffusions by : Bernt Øksendal
Download or read book Applied Stochastic Control of Jump Diffusions written by Bernt Øksendal. This book was released on 2007-04-26. Available in PDF, EPUB and Kindle. Book excerpt: Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
