Mathematics Books › option theory with stochastic analysis

A course of modern analysis an introduction to the general theory of infinite processes and of analytic functions 1920 [Leather Bound]

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Gerad 25th Anniversary Statistical Modeling and Analysis for Complex Data Problems Book 1 (Hardcover)

Twenty-nine authors - largely from Montreal s GERAD Multi-University Research Center and working in areas of theoretical statistics applied statistics probability theory and stochastic processes - present survey chapters on various theoretical and... more

Intermediate analysis; an introduction to the theory of functions of one real variable. 1956 [Leather Bound]

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Wiley Works: Earthquakes: Models Statistics Testable Forecasts (Hardcover)

This book is the first comprehensive and methodologically rigorous analysis of earthquake occurrence. Models based on the theory of the stochastic multidimensional point processes are employed to approximate the earthquake occurrence pattern and... more

de Gruyter Stem: Modern Signal Processing (Paperback)

The book systematically introduces theories of frequently-used modern signal processing methods and technologies and focuses discussions on stochastic signal parameter estimation modern spectral estimation adaptive filter high-order signal analysis... more

A bibliography of American publications on stochastic processes and time series analysis published in the years 1900-1959; preliminary report prepared by Emanuel Parzen and George

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Applied and Numerical Harmonic Analysis: Stochastic Models Information Theory and Lie Groups Volume 2: Analytic Methods and Modern Applications (Hardcover)

The subjects of stochastic processes information theory and Lie groups are usually treated separately from each other. This unique two-volume set presents these topics in a unified setting thereby building bridges between fields that are rarely... more

Monograph Probability and Statistics: Essays in Probability and Statistics (Paperback)

This collection of thirty-nine original papers covers a variety of important topics including multivariate analysis testing procedures multiresponse experiments categorical data analysis statistical inference decision theory stochastic processes... more

London Mathematical Society Student Text Lectures on Stochastic Analysis: Diffusion Theory Book 6 (Paperback)

This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is... more

Probability and stochastic processes used in assessing options (Paperback)

Today for the proper functioning of financial institutions around the world it becomes a necessity the knowledge of probabilistic techniques of Brownian motion theory of stochastic differential equations. This work present a number of applications... more

Stochastic Orders in Reliability and Risk: In Honor of Professor Moshe Shaked (Hardcover)

Presenting research reported at SORR2011 in Xiamen China in 2011 this book offers 19 contributions on the theory of stochastic orders stochastic comparison of order statistics stochastic orders in reliability and risk analysis and applications. more

Springerbriefs in Mathematical Physics: Reflection Positivity: A Representation Theoretic Perspective (Paperback)

Refection Positivity is a central theme at the crossroads of Lie group representations euclidean and abstract harmonic analysis constructive quantum field theory and stochastic processes. This book provides the first presentation of the... more

Radically Elementary Probability Theory. (Am-117)

Using only the very elementary framework of finite probability spaces this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson s nonstandard analysis and not... more

Trends in Mathematics: Real and Stochastic Analysis: New Perspectives (Hardcover)

Written by active researchers each of the six independent chapters in this volume is devoted to a particular application of functional analytic methods in stochastic analysis ranging from work in hypoelliptic operators to quantum field theory. Every... more

Probability Theory and Stochastic Modell Analysis and Approximation of Rare Events: Representations and Weak Convergence Methods Book 94 (Hardcover)

This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of... more

Itô s Stochastic Calculus and Probability Theory (Paperback)

This volume consists of contributed original papers by worldly known important probabilists on problems in probability theory and its applications where the stochastic analysis founded by Professor Kiyosi Ito about fifty years ago plays an important... more

An elementary investigation of the theory of numbers with its application to the indeterminate and Diophantine analysis the analytical and geometrical division of [Leather Bound]

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Mathematical Physics Spectral Theory and Stochastic Analysis (Hardcover)

Mathematical Physics Spectral Theory and Stochastic Analysis more