ISBN: 9789814324472

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics. Change Of Time and Change Of Measure Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, World Scientific Publishing Company

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2010, ISBN: 9789814324472

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics. Buch (fremdspr.) gebundene Ausgabe, World Scientific Publishing Company, 04.11.2010, World Scientific Publishing Company, 2010

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CHANGE OF TIME AND CHANGE OF MEASURE (Advanced Series on Statistical Science & Applied Probability)

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ISBN: 9789814324472

Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This book is suitable for graduate-level courses and students, as well as for researchers and practitioners in financial mathematics and econometrics.; Science & Nature, World Scientific Publishing Company

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Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & Applied Probability)

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2010, ISBN: 9789814324472

World Scientific Publishing Company, 2010-11-04. Hardcover. Good., World Scientific Publishing Company, 2010-11-04

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Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability)

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ISBN: 9814324477

[EAN: 9789814324472], Neubuch, [PU: - -]

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ISBN: 9789814324472

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time … More...

No. 22865847. Shipping costs:, Lieferbar in 3 - 5 Tagen, DE. (EUR 0.00)

2010, ISBN: 9789814324472

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time … More...

Nr. 22865847. Shipping costs:, Lieferbar in 3 - 5 Tagen, DE. (EUR 0.00)

CHANGE OF TIME AND CHANGE OF MEASURE (Advanced Series on Statistical Science & Applied Probability)

*- new book*

## ISBN: 9789814324472

Provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. This b… More...

No. 9789814324472. Shipping costs:20, (EUR 3.30)

Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability) (Advanced Series on Statistical Science & Applied Probability)

*- hardcover*

2010, ISBN: 9789814324472

World Scientific Publishing Company, 2010-11-04. Hardcover. Good., World Scientific Publishing Company, 2010-11-04

Shipping costs: EUR 12.07

Change of Time and Change of Measure (Advanced Series on Statistical Science and Applied Probability)

*- hardcover*

ISBN: 9814324477

[EAN: 9789814324472], Neubuch, [PU: - -]

NEW BOOK. Shipping costs: EUR 3.54

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** Details of the book - Change Of Time and Change Of Measure**

EAN (ISBN-13): 9789814324472

ISBN (ISBN-10): 9814324477

Hardcover

Publishing year: 2010

Publisher: World Scientific Publishing Company

305 Pages

Weight: 0,599 kg

Language: eng/Englisch

Book in our database since 2010-08-10T15:35:06+01:00 (London)

Detail page last modified on 2020-07-21T22:22:48+01:00 (London)

ISBN/EAN: 9789814324472

ISBN - alternate spelling:

981-4324-47-7, 978-981-4324-47-2

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