A Course in Applied Stochastic Processes

A Course in Stochastic Processes: Stochastic Models and Statistical Inference  eBooks & eLearning

Posted by fdts at Sept. 14, 2016
A Course in Stochastic Processes: Stochastic Models and Statistical Inference

A Course in Stochastic Processes: Stochastic Models and Statistical Inference (Theory and Decision Library B)
by Denis Bosq (Author), Hung T. Nguyen
English | 1996 | ISBN: 9048147131 | 354 pages | PDF | 6.23 MB

Basics of Applied Stochastic Processes  eBooks & eLearning

Posted by arundhati at May 19, 2016
Basics of Applied Stochastic Processes

Richard Serfozo, "Basics of Applied Stochastic Processes"
2009 | ISBN-10: 3540893318, 3642430430 | 443 pages | PDF | 3 MB

Applied Stochastic Processes (repost)  

Posted by interes at March 5, 2015
Applied Stochastic Processes (repost)

Applied Stochastic Processes by Mario Lefebvre
English | 2006-12-15 | ISBN: 0387341714 | PDF | 395 pages | 14 MB

A Course in Financial Calculus (repost)  

Posted by MoneyRich at Sept. 24, 2014
A Course in Financial Calculus (repost)

A Course in Financial Calculus by Alison Etheridge
Cambridge University Press; 1 edition | September 16, 2002 | English | ISBN: 0521890772 | 206 pages | PDF | 2 MB

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.
Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (repost)

Non-Life Insurance Mathematics: An Introduction with Stochastic Processes by Thomas Mikosch
English | 2006-06-01 | ISBN: 3540406506 | 241 pages | PDF | 5,4 mb

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties.
Discrete-time Asset Pricing Models in Applied Stochastic Finance (repost)

Discrete-time Asset Pricing Models in Applied Stochastic Finance (ISTE) by P. C. G. Vassiliou
English | 2010 | ISBN-10: 1848211589 | 416 pages | PDF | 4 MB

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk.
Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (repost)

Non-Life Insurance Mathematics: An Introduction with Stochastic Processes by Thomas Mikosch
English | 2006-06-01 | ISBN: 3540406506 | 241 pages | PDF | 5,4 mb

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties.

A First Course in Applied Mathematics  

Posted by interes at Feb. 22, 2014
A First Course in Applied Mathematics

A First Course in Applied Mathematics by Jorge Rebaza
English | 2012 | ISBN: 1118229622 | ISBN-13: 9781118229620 | 456 pages | PDF | 18,5 MB

Explore real-world applications of selected mathematical theory, concepts, and methods
Exploring related methods that can be utilized in various fields of practice from science and engineering to business, A First Course in Applied Mathematics details how applied mathematics involves predictions, interpretations, analysis, and mathematical modeling to solve real-world problems.

Applied Stochastic Processes (repost)  

Posted by interes at Feb. 1, 2014
Applied Stochastic Processes (repost)

Applied Stochastic Processes by Mario Lefebvre
English | 2006-12-15 | ISBN: 0387341714 | PDF | 395 pages | 14 MB

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes.
Discrete-time Asset Pricing Models in Applied Stochastic Finance

P. C. G. Vassiliou, "Discrete-time Asset Pricing Models in Applied Stochastic Finance"
2010 | ISBN-10: 1848211589 | 416 pages | PDF | 4 MB