Change of Time and Change of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability) - hardcover
2015, ISBN: 9789814678582
WSPC, Hardcover, Auflage: Second, 346 Seiten, Publiziert: 2015-05-07T00:00:01Z, Produktgruppe: Book, 0.66 kg, Econometrics, Economics, Business, Finance & Law, Subjects, Books, Profession… More...
amazon.co.uk Shipping costs:Les coûts d'expédition peuvent différer des coûts réels. (EUR 5.64) Details... |
Change of Time and Change of Measure: 2nd Edition (Advanced Series on Statistical Science & Applied Probability, Band 21) - hardcover
2015, ISBN: 9789814678582
WSPC, Gebundene Ausgabe, Auflage: 2nd ed. 346 Seiten, Publiziert: 2015-06-26T00:00:01Z, Produktgruppe: Buch, 1.45 kg, Wirtschaft, Business & Karriere, Kategorien, Bücher, Finanzen, Statis… More...
amazon.de books_from_californiauk Gebraucht, wie neu. Shipping costs:Auf Lager. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 3.00) Details... |
Change of Time and Change of Measure: 2nd Edition (Advanced Series on Statistical Science & Applied Probability, Band 21) - hardcover
2015, ISBN: 9789814678582
WSPC, Gebundene Ausgabe, Auflage: 2nd ed. 346 Seiten, Publiziert: 2015-07-08T00:00:01Z, Produktgruppe: Buch, 1.45 kg, Wirtschaft, Business & Karriere, Kategorien, Bücher, Finanzen, Statis… More...
amazon.de TextbooksforU Shipping costs:Auf Lager. Les coûts d'expédition peuvent différer des coûts réels. (EUR 3.00) Details... |
Change Of Time And Change Of Measure (Advanced Series on Statistical Science & Applied Probability) - hardcover
2015, ISBN: 9814678589
[EAN: 9789814678582], Nouveau livre, [SC: 4.59], [PU: World Scientific Publishing Co Pte Ltd 2015-06-26], Books
AbeBooks.fr Global Bookshop, Wallingford, OXON, United Kingdom [82554381] [Note: 4 (sur 5)] NEW BOOK. Shipping costs: EUR 4.59 Details... |
Change of Time and Change of Measure - hardcover
ISBN: 9814678589
Change of Time and Change of Measure ab 73.49 € als gebundene Ausgabe: 2nd Edition. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, WSPC
Hugendubel.de Nr. 24315227. Shipping costs:, , DE. (EUR 0.00) Details... |
Change of Time and Change of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability) - hardcover
2015, ISBN: 9789814678582
WSPC, Hardcover, Auflage: Second, 346 Seiten, Publiziert: 2015-05-07T00:00:01Z, Produktgruppe: Book, 0.66 kg, Econometrics, Economics, Business, Finance & Law, Subjects, Books, Profession… More...
Barndorff-Nielsen, Ole E, Shiryaev, Albert:
Change of Time and Change of Measure: 2nd Edition (Advanced Series on Statistical Science & Applied Probability, Band 21) - hardcover2015, ISBN: 9789814678582
WSPC, Gebundene Ausgabe, Auflage: 2nd ed. 346 Seiten, Publiziert: 2015-06-26T00:00:01Z, Produktgruppe: Buch, 1.45 kg, Wirtschaft, Business & Karriere, Kategorien, Bücher, Finanzen, Statis… More...
Change of Time and Change of Measure: 2nd Edition (Advanced Series on Statistical Science & Applied Probability, Band 21) - hardcover
2015
ISBN: 9789814678582
WSPC, Gebundene Ausgabe, Auflage: 2nd ed. 346 Seiten, Publiziert: 2015-07-08T00:00:01Z, Produktgruppe: Buch, 1.45 kg, Wirtschaft, Business & Karriere, Kategorien, Bücher, Finanzen, Statis… More...
Change Of Time And Change Of Measure (Advanced Series on Statistical Science & Applied Probability) - hardcover
2015, ISBN: 9814678589
[EAN: 9789814678582], Nouveau livre, [SC: 4.59], [PU: World Scientific Publishing Co Pte Ltd 2015-06-26], Books
Change of Time and Change of Measure - hardcover
ISBN: 9814678589
Change of Time and Change of Measure ab 73.49 € als gebundene Ausgabe: 2nd Edition. Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft, Medien > Bücher, WSPC
Bibliographic data of the best matching book
Author: | |
Title: | |
ISBN: |
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.
In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.
Readership: Mathematical researchers, graduate students and practitioners interested in application of probabilistic theories & stochastic processes to economics & finance, and to turbulence.
Details of the book - Change of Time and Change of Measure: 2nd Edition (Advanced Series on Statistical Science & Applied Probability, Band 21)
EAN (ISBN-13): 9789814678582
ISBN (ISBN-10): 9814678589
Hardcover
Publishing year: 2015
Publisher: World Scientific Publishing
Book in our database since 2015-09-05T06:40:19+01:00 (London)
Detail page last modified on 2022-07-08T20:31:05+01:00 (London)
ISBN/EAN: 9814678589
ISBN - alternate spelling:
981-4678-58-9, 978-981-4678-58-2
Alternate spelling and related search-keywords:
Book author: shiryaev, nielsen
Book title: change time, how measure anything, probability
More/other books that might be very similar to this book
Latest similar book:
9789813108004 Change of Time and Change of Measure (OLE E Barndorff-Nielsen; Albert Shiryaev;;;)
- 9789813108004 Change of Time and Change of Measure (OLE E Barndorff-Nielsen; Albert Shiryaev;;;)
- 9789814678605 Change Of Time And Change Of Measure (Second Edition) (OLE E Barndorff-Nielsen; Albert N Shiryaev)
- 9789814324472 Change Of Time And Change Of Measure (Ole E Barndorff-Nielsen)
- Change of Time and Change of Measure (Ole E Barndorff-Nielsen, Albert Shiryaev,,)
< to archive...