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Martingale in Diskreter Zeit - Theorie Und Anwendungen (German, Paperback, 2013 ed.) Loot Price: R1,314
Discovery Miles 13 140
Repayment Terms: R123 pm x 12*
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Martingale in Diskreter Zeit - Theorie Und Anwendungen (German, Paperback, 2013 ed.): Harald Luschgy

Martingale in Diskreter Zeit - Theorie Und Anwendungen (German, Paperback, 2013 ed.)

Harald Luschgy

Series: Masterclass

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Loot Price R1,314 Discovery Miles 13 140 | Repayment Terms: R123 pm x 12*

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Martingale haben die Wahrscheinlichkeitstheorie derart revolutioniert, dass die Suche nach "guten" Martingalen inzwischen eine Standardmethode zur Untersuchung stochastischer Probleme ist. Das Buch fuhrt in die Theorie der reellen Martingale in diskreter Zeit ein und zeigt in Teil 2 einige ihrer Anwendungen; dazu zahlen u. a. das finanzmathematische Problem der Optionsbewertung, der Galton-Watson-Verzweigungsprozess, U-Statistiken und die unbedingte Basiseigenschaft von Martingal-Basen in Lp-Raumen. Mit zahlreichen UEbungsaufgaben zu jedem Kapitel.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Masterclass
Release date: August 2012
First published: August 2012
Authors: Harald Luschgy
Dimensions: 234 x 156 x 24mm (L x W x T)
Format: Paperback - Trade
Pages: 452
Edition: 2013 ed.
ISBN-13: 978-3-642-29960-5
Languages: German
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Optimization > Game theory
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 3-642-29960-1
Barcode: 9783642299605

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