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Titlebook: Stochastic Processes and Financial Mathematics; Ludger Rüschendorf Textbook 2023 The Editor(s) (if applicable) and The Author(s), under ex

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发表于 2025-3-21 18:05:46 | 显示全部楼层 |阅读模式
书目名称Stochastic Processes and Financial Mathematics
编辑Ludger Rüschendorf
视频video
概述Content very comprehensive, at the same time well readable and motivated.Suitable for advanced students as accompanying and further reading.Suitable for lecturers as a basis for their own courses
丛书名称Mathematics Study Resources
图书封面Titlebook: Stochastic Processes and Financial Mathematics;  Ludger Rüschendorf Textbook 2023 The Editor(s) (if applicable) and The Author(s), under ex
描述The book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentation of the fundamentals of financial mathematics. It is wide-ranging in content, while at the same time placing much emphasis on good readability, motivation, and explanation of the issues covered. .Financial mathematical topics are first introduced in the context of discrete time processes and then transferred to continuous-time models. The basic construction of the stochastic integral and the associated martingale theory provide fundamental methods of the theory of stochastic processes for the construction of suitable stochastic models of financial mathematics, e.g. using stochastic differential equations. Central results of stochastic analysis such as the Itô formula, Girsanov‘s theorem and martingale representation theorems are of fundamental importance in financial mathematics, e.g. for the risk-neutral valuation formula (Black-Scholes formula) or the question of the hedgeability of options and the completeness of market models. Chapters on the valuation of options in complete and incomplete markets and on the determination of op
出版日期Textbook 2023
关键词Option valuation in complete and incomplete markets; Skorohods embedding theorem; Donsker theorem; Mart
版次1
doihttps://doi.org/10.1007/978-3-662-64711-0
isbn_softcover978-3-662-64710-3
isbn_ebook978-3-662-64711-0Series ISSN 2731-3824 Series E-ISSN 2731-3832
issn_series 2731-3824
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer-Verlag GmbH, DE
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发表于 2025-3-21 23:13:20 | 显示全部楼层
Ludger Rüschendorfce. The dimension of human intelligence that was empirical to the superiority of the human mind over a machine was autonomous decision making. An autonomous agent has the capability to independently take decisions in real time, on the owner’s behalf without his actual interference. Autonomous agents
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Ludger Rüschendorf analysis data of a pipeline study for future use. Image data is obtained by the process of digitized data concept with the application of k-means cluster algorithm and morphological operator. Data obtained through this process is voluminous and hence a new technique should be adapted to store and r
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Ludger Rüschendorfcillating components, the rate at which it oscillates, starting and ending time of the oscillation, duration of the oscillation, and strength of the oscillation are some of the features that help to make the decision for different problems such as classification, fault analysis, complex systems mode
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Ludger Rüschendorfs in the field.Includes supplementary material: .This volume is an initiative undertaken by the IEEE Computational Intelligence Society’s Task Force on Security, Surveillance and Defense to consolidate and disseminate the role of CI techniques in the design, development and deployment of security an
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Ludger Rüschendorfbservation. With the proliferation of inexpensive high quality video imaging devices, and improving internet bandwidth, the deployment of large numbers of cameras monitored from a central location have become a practical solution. Monitoring a high number of critical infrastructure sites may cause t
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2731-3824 Suitable for lecturers as a basis for their own coursesThe book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentation of the fundamentals of financial mathematics. It is wide-ranging in content, while at the s
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