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Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost)

Posted By: AvaxGenius
Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost)

Introduction to Stochastic Calculus for Finance: A New Didactic Approach by Dieter Sondermann
English | PDF | 2006 | 143 Pages | ISBN : 3540348360 | 0.77 MB

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

An Introduction to Quantum Stochastic Calculus

Posted By: AvaxGenius
An Introduction to Quantum Stochastic Calculus

An Introduction to Quantum Stochastic Calculus by K. R. Parthasarathy
English | PDF | 1992 | 299 Pages | ISBN : 3034897111 | 20.7 MB

"Elegantly written, with obvious appreciation for fine points of higher mathematics…most notable is [the] author's effort to weave classical probability theory into [a] quantum framework." – The American Mathematical Monthly

Itô’s Stochastic Calculus and Probability Theory

Posted By: AvaxGenius
Itô’s Stochastic Calculus and Probability Theory

Itô’s Stochastic Calculus and Probability Theory by Nobuyuki Ikeda (Professor), Shinzo Watanabe (Professor), Masatoshi Fukushima (Professor), Hiroshi Kunita (Professor)
English | PDF | 1996 | 425 Pages | ISBN : 4431685340 | 32.2 MB

This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here.

Probability Theory III: Stochastic Calculus

Posted By: AvaxGenius
Probability Theory III: Stochastic Calculus

Probability Theory III: Stochastic Calculus by Yu. V. Prokhorov, A. N. Shiryaev
English | PDF | 1998 | 260 Pages | ISBN : 3540546871 | 21 MB

Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth.

Stochastic Calculus in Manifolds

Posted By: AvaxGenius
Stochastic Calculus in Manifolds

Stochastic Calculus in Manifolds by Michel Emery
English | PDF | 1989 | 158 Pages | ISBN : 3540516646 | 18 MB

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to non-probabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent.

Stochastic Calculus and Applications

Posted By: AvaxGenius
Stochastic Calculus and Applications

Stochastic Calculus and Applications, Second Edition By Samuel N. Cohen
English | PDF | 2015 | 666 Pages | ISBN : 149392866X | 7.6 MB

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics

Posted By: yoyoloit
Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics

Gauge Integral Structures for Stochastic Calculus and Quantum Electrodynamics
by Patrick Muldowney

English | 2021 | ISBN: 1119595495 | 297 pages | True PDF | 6.47 MB

Introduction to Stochastic Calculus (Repost)

Posted By: AvaxGenius
Introduction to Stochastic Calculus (Repost)

Introduction to Stochastic Calculus by Rajeeva L. Karandikar
English | PDF,EPUB | 2018 | 446 Pages | ISBN : 9811083177 | 43.84 MB

This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology.