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Author : Ramsés H. Mena
Release : 2015
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis XI Symposium on Probability and Stochastic Processes CIMAT, Mexico, November 18-22, 2013 by : Ramsés H. Mena
Download or read book XI Symposium on Probability and Stochastic Processes CIMAT, Mexico, November 18-22, 2013 written by Ramsés H. Mena. This book was released on 2015. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ramsés H. Mena
Release : 2015-07-17
Genre : Mathematics
Kind : eBook
Book Rating : 843/5 ( reviews)
Book Synopsis XI Symposium on Probability and Stochastic Processes by : Ramsés H. Mena
Download or read book XI Symposium on Probability and Stochastic Processes written by Ramsés H. Mena. This book was released on 2015-07-17. Available in PDF, EPUB and Kindle. Book excerpt: This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
Author : Ole E. Barndorff-Nielsen
Release : 2018-11-01
Genre : Mathematics
Kind : eBook
Book Rating : 291/5 ( reviews)
Book Synopsis Ambit Stochastics by : Ole E. Barndorff-Nielsen
Download or read book Ambit Stochastics written by Ole E. Barndorff-Nielsen. This book was released on 2018-11-01. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.
Author : Jan Kallsen
Release : 2016-12-01
Genre : Mathematics
Kind : eBook
Book Rating : 752/5 ( reviews)
Book Synopsis Advanced Modelling in Mathematical Finance by : Jan Kallsen
Download or read book Advanced Modelling in Mathematical Finance written by Jan Kallsen. This book was released on 2016-12-01. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.
Author : Peter Olofsson
Release : 2012-05-22
Genre : Mathematics
Kind : eBook
Book Rating : 748/5 ( reviews)
Book Synopsis Probability, Statistics, and Stochastic Processes by : Peter Olofsson
Download or read book Probability, Statistics, and Stochastic Processes written by Peter Olofsson. This book was released on 2012-05-22. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.
