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Author : Luis G. Gorostiza
Publisher :
ISBN 13 :
Total Pages : 330 pages
Book Rating : 4.3/5 (91 download)
Download or read book Modelos estocásticos written by Luis G. Gorostiza and published by . This book was released on 1998 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Hernández Hernández
Publisher :
ISBN 13 :
Total Pages : 308 pages
Book Rating : 4.E/5 ( download)
Download or read book Modelos Estocásticos II written by Daniel Hernández Hernández and published by . This book was released on 2001 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : José María González Barrios
Publisher :
ISBN 13 :
Total Pages : 380 pages
Book Rating : 4.3/5 (91 download)
Download or read book Modelos estocásticos written by José María González Barrios and published by . This book was released on 1998 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modelos estocásticos de predicción dinámica en economía aplicada written by and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: La investigación efectuada se enmarca dentro del ámbito de la estadística multivariante y de manera más específica en el análisis de componentes principales para un conjunto infinito numerable de variables correlacionadas, cada una de las cuales puede concebirse como un proceso estocástico en tiempo continuo. El cuerpo central de la Tesis se estructura en torno a la representación de Karhunen-Loeve para procesos estocásticos de segundo orden, y en ella se recogen diversos métodos de aproximación a esta representación. Los modelos dinámicos que se propugnan no requieren un conocimiento previo ni sobre la distribución ni sobre las propiedades de los procesos involucrados, siendo la única información utilizada la correspondiente a las trayectorias observadas.
Author : Jhon Freddy Moreno Trujillo
Publisher : Universidad Externado
ISBN 13 : 9587724321
Total Pages : 248 pages
Book Rating : 4.5/5 (877 download)
Download or read book Modelos estocásticos en finanzas written by Jhon Freddy Moreno Trujillo and published by Universidad Externado. This book was released on 2015-01-01 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Este texto está diseñado como una guía introductoria a las aplicaciones de las herramientas y los modelos estocásticos en finanzas. El nivel del mismo permite que sea utilizado como texto guía en cursos de últimos semestres de pregrado, o en los primeros de un programa de maestría en finanzas con enfoque cuantitativo. Se encuentra aquí una recopilación y extensión del material para clases como cálculo estocástico para finanzas, o métodos numéricos para finanzas, así como los resultados de algunas investigaciones que en temas como la aplicación de transformaciones integrales para la valoración de activos financieros, o la implementación de modelos Fuzzy e híbridos en la modelación financiera.
Author :
Publisher : IICA
ISBN 13 :
Total Pages : 158 pages
Book Rating : 4./5 ( download)
Download or read book written by and published by IICA. This book was released on with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 106 pages
Book Rating : 4.:/5 (934 download)
Download or read book Modelos Estocásticos de Prediccion Dinámica en Economía Aplicada written by and published by . This book was released on 1997 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: La investigación efectuada se enmarca dentro del ámbito de la estadística multivariante y de manera más específica en el análisis de componentes principales para un conjunto infinito numerable de variables correlacionadas, cada una de las cuales puede concebirse como un proceso estocástico en tiempo continuo. El cuerpo central de la Tesis se estructura en torno a la representación de Karhunen-Loeve para procesos estocásticos de segundo orden, y en ella se recogen diversos métodos de aproximación a esta representación. Los modelos dinámicos que se propugnan no requieren un conocimiento previo ni sobre la distribución ni sobre las propiedades de los procesos involucrados, siendo la única información utilizada la correspondiente a las trayectorias observadas.
Author : Carlos A. Braumann
Publisher : John Wiley & Sons
ISBN 13 : 1119166071
Total Pages : 304 pages
Book Rating : 4.1/5 (191 download)
Download or read book Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance written by Carlos A. Braumann and published by John Wiley & Sons. This book was released on 2019-03-08 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology. The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, Itô or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume: Contains a complete introduction to the basic issues of stochastic differential equations and their effective application Includes many examples in modelling, mainly from the biology and finance fields Shows how to: Translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions Conveys the intuition behind the theoretical concepts Presents exercises that are designed to enhance understanding Offers a supporting website that features solutions to exercises and R code for algorithm implementation Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
Author : O.E. Barndorff-Nielsen
Publisher : CRC Press
ISBN 13 : 9781420035988
Total Pages : 306 pages
Book Rating : 4.0/5 (359 download)
Download or read book Complex Stochastic Systems written by O.E. Barndorff-Nielsen and published by CRC Press. This book was released on 2000-08-09 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
Author : Juan Prawda
Publisher :
ISBN 13 :
Total Pages : 1026 pages
Book Rating : 4.:/5 (12 download)
Download or read book Métodos y modelos de investigación de operaciones written by Juan Prawda and published by . This book was released on 1989 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computation and Applied Mathematics written by and published by . This book was released on 1992 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1026 pages
Book Rating : 4.:/5 (911 download)
Download or read book Métodos y modelos de investigación de operaciones written by and published by . This book was released on 1989 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ma. José Pérez Fructuoso
Publisher :
ISBN 13 :
Total Pages : 297 pages
Book Rating : 4.:/5 (87 download)
Download or read book Modelos estocásticos de valoración de futuros y opciones sobre riesgos catastróficos written by Ma. José Pérez Fructuoso and published by . This book was released on 2000 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mohammad Reza Azarang Esfandiari
Publisher :
ISBN 13 : 9789701011737
Total Pages : 282 pages
Book Rating : 4.0/5 (117 download)
Download or read book Simulación y análisis de modelos estocásticos written by Mohammad Reza Azarang Esfandiari and published by . This book was released on 1996 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Freddy Moreno Trujillo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (131 download)
Download or read book Modelos estocásticos en finanzas written by John Freddy Moreno Trujillo and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Juan Prawda Witenberg
Publisher :
ISBN 13 :
Total Pages : 1026 pages
Book Rating : 4.:/5 (634 download)
Download or read book Métodos y modelos de investigación de operaciones written by Juan Prawda Witenberg and published by . This book was released on 1987 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Luigi Accardi
Publisher : World Scientific
ISBN 13 : 9814487848
Total Pages : 357 pages
Book Rating : 4.8/5 (144 download)
Download or read book Quantum Interacting Particle Systems written by Luigi Accardi and published by World Scientific. This book was released on 2002-07-19 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of extending ideas and results on the dynamics of infinite classical lattice systems to the quantum domain naturally arises in different branches of physics (nonequilibrium statistical mechanics, quantum optics, solid state, …) and new momentum from the development of quantum computer and quantum neural networks (which are in fact interacting arrays of binary systems) has been found.The stochastic limit of quantum theory allowed to deduce, as limits of the usual Hamiltonian systems, a new class of quantum stochastic flows which, when restricted to an appropriate Abelian subalgebra, produces precisely those interacting particle systems studied in classical statistical mechanics.Moreover, in many interesting cases, the underlying classical process “drives” the quantum one, at least as far as ergodicity or convergence to equilibrium are concerned. Thus many deep results concerning classical systems can be directly applied to carry information on the corresponding quantum system. The thermodynamic limit itself is obtained thanks to a technique (the four-semigroup method, new even in the classical case) which reduces the infinitesimal structure of a stochastic flow to that of four semigroups canonically associated to it (Chap. 1).Simple and effective methods to analyze qualitatively the ergodic behavior of quantum Markov semigroups are discussed in Chap. 2.Powerful estimates used to control the infinite volume limit, ergodic behavior and the spectral gap (Gaussian, exponential and hypercontractive bounds, classical and quantum logarithmic Sobolev inequalities, …) are discussed in Chap. 3.
