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Titlebook: Mathematical Finance; Ernst Eberlein,Jan Kallsen Book 2019 Springer Nature Switzerland AG 2019 91G20, 91G80, 60G51, 60G44.60H05, 60J75, 60

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發(fā)表于 2025-3-21 17:06:32 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Mathematical Finance
編輯Ernst Eberlein,Jan Kallsen
視頻videohttp://file.papertrans.cn/627/626089/626089.mp4
概述Provides a gentle introduction to the calculus and control for stochastic processes with jumps.Covers Lévy and affine processes as well as their applications in financial modelling.Compares and explai
叢書名稱Springer Finance
圖書封面Titlebook: Mathematical Finance;  Ernst Eberlein,Jan Kallsen Book 2019 Springer Nature Switzerland AG 2019 91G20, 91G80, 60G51, 60G44.60H05, 60J75, 60
描述.Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field..Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance.. .Graduate students, researchers as well as practitioners will benefit from this monograph.?.
出版日期Book 2019
關鍵詞91G20, 91G80, 60G51, 60G44; 60H05, 60J75, 60H10, 91G10, 91G30, 93E20; mathematical finance; financial m
版次1
doihttps://doi.org/10.1007/978-3-030-26106-1
isbn_softcover978-3-030-26108-5
isbn_ebook978-3-030-26106-1Series ISSN 1616-0533 Series E-ISSN 2195-0687
issn_series 1616-0533
copyrightSpringer Nature Switzerland AG 2019
The information of publication is updating

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發(fā)表于 2025-3-21 20:39:19 | 只看該作者
the stimulated area may at times be “silent” and at other times “active” in terms of triggering a behavior pattern. Furthermore, from one excited area different types of behavior can be activated over a period of time. When excitation is induced by two electrodes in two distinct areas, from each of
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icated. K.D. Roeder was among the first to attempt to define the correlation between the natural behavior of an experimental animal and the activity of single sensory and nerve cells. The ques- tions he asked, his experimental approach, and his fundamental discoveries are pre- sented in an introductory chapte978-3-642-69273-4978-3-642-69271-0
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Ernst Eberlein,Jan Kallsenkmeyer, and Belmonte 2005: 820). By contrast, higher levels of fT (more common in males) result in a ‘male brain’ that is “predominantly hard-wired for understanding and building systems” (Baron-Cohen 2003: 1). Systemizing is defined as “the drive to analyze a system in terms of the rules that gover
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發(fā)表于 2025-3-22 23:57:06 | 只看該作者
Ernst Eberlein,Jan Kallsenkmeyer, and Belmonte 2005: 820). By contrast, higher levels of fT (more common in males) result in a ‘male brain’ that is “predominantly hard-wired for understanding and building systems” (Baron-Cohen 2003: 1). Systemizing is defined as “the drive to analyze a system in terms of the rules that gover
9#
發(fā)表于 2025-3-23 03:24:14 | 只看該作者
Ernst Eberlein,Jan Kallsen mutational spectra and genotype-phenotype relationships, the structure and function of its protein product (neurofibromin), NF1 modifying loci, the molecular pathology of NF1-associated tumours, animal models of the disease, psycho-social aspects and future prospects for therapeutic treatment..978-3-662-50717-9978-3-642-32864-0
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發(fā)表于 2025-3-23 05:56:58 | 只看該作者
Ernst Eberlein,Jan Kallsen mutational spectra and genotype-phenotype relationships, the structure and function of its protein product (neurofibromin), NF1 modifying loci, the molecular pathology of NF1-associated tumours, animal models of the disease, psycho-social aspects and future prospects for therapeutic treatment..978-3-662-50717-9978-3-642-32864-0
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