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Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons (Hardcover, 2014 ed.): Dan Crisan, Ben Hambly, Thaleia... Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons (Hardcover, 2014 ed.)
Dan Crisan, Ben Hambly, Thaleia Zariphopoulou
R4,647 R3,712 Discovery Miles 37 120 Save R935 (20%) Ships in 12 - 17 working days

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

Stochastic Analysis, Filtering, and Stochastic Optimization - A Commemorative Volume to Honor Mark H. A. Davis's... Stochastic Analysis, Filtering, and Stochastic Optimization - A Commemorative Volume to Honor Mark H. A. Davis's Contributions (Hardcover, 1st ed. 2022)
George Yin, Thaleia Zariphopoulou
R3,597 Discovery Miles 35 970 Ships in 10 - 15 working days

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

Inspired by Finance - The Musiela Festschrift (Hardcover, 2014 ed.): Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou Inspired by Finance - The Musiela Festschrift (Hardcover, 2014 ed.)
Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou
R4,400 R3,753 Discovery Miles 37 530 Save R647 (15%) Ships in 12 - 17 working days

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance. It includes 25 research papers by 47 authors, established experts and newcomers alike, that cover the whole range of the "hot" topics in the discipline. The contributed articles not only give a clear picture about what is going on in this rapidly developing field of knowledge but provide methods ready for practical implementation. They also open new prospects for further studies in risk management, portfolio optimization and financial engineering.

Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons (Paperback, Softcover reprint of the original 1st ed.... Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons (Paperback, Softcover reprint of the original 1st ed. 2014)
Dan Crisan, Ben Hambly, Thaleia Zariphopoulou
R4,264 Discovery Miles 42 640 Ships in 10 - 15 working days

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

Inspired by Finance - The Musiela Festschrift (Paperback, Softcover reprint of the original 1st ed. 2014): Yuri Kabanov, Marek... Inspired by Finance - The Musiela Festschrift (Paperback, Softcover reprint of the original 1st ed. 2014)
Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou
R4,367 Discovery Miles 43 670 Ships in 10 - 15 working days

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance. It includes 25 research papers by 47 authors, established experts and newcomers alike, that cover the whole range of the "hot" topics in the discipline. The contributed articles not only give a clear picture about what is going on in this rapidly developing field of knowledge but provide methods ready for practical implementation. They also open new prospects for further studies in risk management, portfolio optimization and financial engineering.

Optimal Consumption and Portfolio Choice with Borrowing Constraints (Hardcover): Jean-Luc Vila, Thaleia Zariphopoulou Optimal Consumption and Portfolio Choice with Borrowing Constraints (Hardcover)
Jean-Luc Vila, Thaleia Zariphopoulou
R684 Discovery Miles 6 840 Ships in 10 - 15 working days
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