Nonlinear Expectations and Stochastic Calculus under Uncertainty

Download Nonlinear Expectations and Stochastic Calculus under Uncertainty PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 3662599031
Total Pages : 212 pages
Book Rating : 4.6/5 (625 download)

DOWNLOAD NOW!


Book Synopsis Nonlinear Expectations and Stochastic Calculus under Uncertainty by : Shige Peng

Download or read book Nonlinear Expectations and Stochastic Calculus under Uncertainty written by Shige Peng and published by Springer Nature. This book was released on 2019-09-09 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author. This book is based on Shige Peng’s lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes. With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter. Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.

Post Keynesian Economics

Download Post Keynesian Economics PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 0230374123
Total Pages : 253 pages
Book Rating : 4.2/5 (33 download)

DOWNLOAD NOW!


Book Synopsis Post Keynesian Economics by : T. Palley

Download or read book Post Keynesian Economics written by T. Palley and published by Springer. This book was released on 1996-06-19 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an important and original statement of Post Keynesian macroeconomic theory, focusing on the significance of privately created inside debts and income distribution for the determination of economic activity. The material is presented in a clear and accessible format

Uncertainty and Expectations in Economics

Download Uncertainty and Expectations in Economics PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty and Expectations in Economics by : J.L. Ford

Download or read book Uncertainty and Expectations in Economics written by J.L. Ford and published by . This book was released on 1990 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Term Expectation and Uncertainty in Human Decision Behavior

Download Term Expectation and Uncertainty in Human Decision Behavior PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!


Book Synopsis Term Expectation and Uncertainty in Human Decision Behavior by : Jerry D. Tate

Download or read book Term Expectation and Uncertainty in Human Decision Behavior written by Jerry D. Tate and published by . This book was released on 1964 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Understanding Uncertainty

Download Understanding Uncertainty PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118650239
Total Pages : 434 pages
Book Rating : 4.1/5 (186 download)

DOWNLOAD NOW!


Book Synopsis Understanding Uncertainty by : Dennis V. Lindley

Download or read book Understanding Uncertainty written by Dennis V. Lindley and published by John Wiley & Sons. This book was released on 2013-11-26 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "...a reference for everyone who is interested in knowing and handling uncertainty." —Journal of Applied Statistics The critically acclaimed First Edition of Understanding Uncertainty provided a study of uncertainty addressed to scholars in all fields, showing that uncertainty could be measured by probability, and that probability obeyed three basic rules that enabled uncertainty to be handled sensibly in everyday life. These ideas were extended to embrace the scientific method and to show how decisions, containing an uncertain element, could be rationally made. Featuring new material, the Revised Edition remains the go-to guide for uncertainty and decision making, providing further applications at an accessible level including: A critical study of transitivity, a basic concept in probability A discussion of how the failure of the financial sector to use the proper approach to uncertainty may have contributed to the recent recession A consideration of betting, showing that a bookmaker's odds are not expressions of probability Applications of the book’s thesis to statistics A demonstration that some techniques currently popular in statistics, like significance tests, may be unsound, even seriously misleading, because they violate the rules of probability Understanding Uncertainty, Revised Edition is ideal for students studying probability or statistics and for anyone interested in one of the most fascinating and vibrant fields of study in contemporary science and mathematics.

Probability and Statistics

Download Probability and Statistics PDF Online Free

Author :
Publisher : Macmillan
ISBN 13 : 9780716747420
Total Pages : 704 pages
Book Rating : 4.7/5 (474 download)

DOWNLOAD NOW!


Book Synopsis Probability and Statistics by : Michael J. Evans

Download or read book Probability and Statistics written by Michael J. Evans and published by Macmillan. This book was released on 2004 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor based on incorporating the computer to the course and an integrated approach to inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout.* Math and science majors with just one year of calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. They'll get a thorough grounding in probability theory, and go beyond that to the theory of statistical inference and its applications. An integrated approach to inference is presented that includes the frequency approach as well as Bayesian methodology. Bayesian inference is developed as a logical extension of likelihood methods. A separate chapter is devoted to the important topic of model checking and this is applied in the context of the standard applied statistical techniques. Examples of data analyses using real-world data are presented throughout the text. A final chapter introduces a number of the most important stochastic process models using elementary methods. *Note: An appendix in the book contains Minitab code for more involved computations. The code can be used by students as templates for their own calculations. If a software package like Minitab is used with the course then no programming is required by the students.

Optimal Control, Expectations and Uncertainty

Download Optimal Control, Expectations and Uncertainty PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 0521264448
Total Pages : 258 pages
Book Rating : 4.5/5 (212 download)

DOWNLOAD NOW!


Book Synopsis Optimal Control, Expectations and Uncertainty by : Sean Holly

Download or read book Optimal Control, Expectations and Uncertainty written by Sean Holly and published by Cambridge University Press. This book was released on 1989-07-20 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: An examination of how the rational expectations revolution and game theory have enhanced the understanding of how an economy functions.

Uncertainty in Economics and Other Reflections

Download Uncertainty in Economics and Other Reflections PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521153317
Total Pages : 292 pages
Book Rating : 4.1/5 (533 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty in Economics and Other Reflections by : G. L. S. Shackle

Download or read book Uncertainty in Economics and Other Reflections written by G. L. S. Shackle and published by Cambridge University Press. This book was released on 2010-08-26 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of some of Professor Shackle's papers written between 1939 and 1953 is largely concerned with the problems of 'expectation' and 'uncertainty' and with reducing these universal factors to some sort of plausible rules. Also included are essays on interest rates, on investment and employment, and on the philosophy of economics. This book, by one of the finest economic writers of his time, will appeal to anyone with an interest in the history of economics.

Principles of Uncertainty

Download Principles of Uncertainty PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1351683365
Total Pages : 525 pages
Book Rating : 4.3/5 (516 download)

DOWNLOAD NOW!


Book Synopsis Principles of Uncertainty by : Joseph B. Kadane

Download or read book Principles of Uncertainty written by Joseph B. Kadane and published by CRC Press. This book was released on 2020-11-25 with total page 525 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the first edition: Principles of Uncertainty is a profound and mesmerising book on the foundations and principles of subjectivist or behaviouristic Bayesian analysis. ... the book is a pleasure to read. And highly recommended for teaching as it can be used at many different levels. ... A must-read for sure!—Christian Robert, CHANCE It's a lovely book, one that I hope will be widely adopted as a course textbook. —Michael Jordan, University of California, Berkeley, USA Like the prize-winning first edition, Principles of Uncertainty, Second Edition is an accessible, comprehensive text on the theory of Bayesian Statistics written in an appealing, inviting style, and packed with interesting examples. It presents an introduction to the subjective Bayesian approach which has played a pivotal role in game theory, economics, and the recent boom in Markov Chain Monte Carlo methods. This new edition has been updated throughout and features new material on Nonparametric Bayesian Methods, the Dirichlet distribution, a simple proof of the central limit theorem, and new problems. Key Features: First edition won the 2011 DeGroot Prize Well-written introduction to theory of Bayesian statistics Each of the introductory chapters begins by introducing one new concept or assumption Uses "just-in-time mathematics"—the introduction to mathematical ideas just before they are applied

Probability: The Science of Uncertainty

Download Probability: The Science of Uncertainty PDF Online Free

Author :
Publisher : American Mathematical Soc.
ISBN 13 : 0821847929
Total Pages : 464 pages
Book Rating : 4.8/5 (218 download)

DOWNLOAD NOW!


Book Synopsis Probability: The Science of Uncertainty by : Michael A. Bean

Download or read book Probability: The Science of Uncertainty written by Michael A. Bean and published by American Mathematical Soc.. This book was released on 2009 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the basic probability of distributions with an emphasis on applications from the areas of investments, insurance, and engineering. This book is suitable as a text for senior undergraduate and beginning graduate students in mathematics, statistics, actuarial science, finance, or engineering.

Uncertainty and Expectations in Economics

Download Uncertainty and Expectations in Economics PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 299 pages
Book Rating : 4.:/5 (31 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty and Expectations in Economics by : C. F. Carter

Download or read book Uncertainty and Expectations in Economics written by C. F. Carter and published by . This book was released on 1972 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Risk, Uncertainty and Profit

Download Risk, Uncertainty and Profit PDF Online Free

Author :
Publisher : Cosimo, Inc.
ISBN 13 : 1602060053
Total Pages : 401 pages
Book Rating : 4.6/5 (2 download)

DOWNLOAD NOW!


Book Synopsis Risk, Uncertainty and Profit by : Frank H. Knight

Download or read book Risk, Uncertainty and Profit written by Frank H. Knight and published by Cosimo, Inc.. This book was released on 2006-11-01 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timeless classic of economic theory that remains fascinating and pertinent today, this is Frank Knight's famous explanation of why perfect competition cannot eliminate profits, the important differences between "risk" and "uncertainty," and the vital role of the entrepreneur in profitmaking. Based on Knight's PhD dissertation, this 1921 work, balancing theory with fact to come to stunning insights, is a distinct pleasure to read. FRANK H. KNIGHT (1885-1972) is considered by some the greatest American scholar of economics of the 20th century. An economics professor at the University of Chicago from 1927 until 1955, he was one of the founders of the Chicago school of economics, which influenced Milton Friedman and George Stigler.

Expectations, Uncertainty, and Business Behavior

Download Expectations, Uncertainty, and Business Behavior PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis Expectations, Uncertainty, and Business Behavior by : Social Science Research Council (U.S.). Committee on Business Enterprise Research

Download or read book Expectations, Uncertainty, and Business Behavior written by Social Science Research Council (U.S.). Committee on Business Enterprise Research and published by . This book was released on 1958 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Rhythm, Expectation & Uncertainty

Download Rhythm, Expectation & Uncertainty PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (539 download)

DOWNLOAD NOW!


Book Synopsis Rhythm, Expectation & Uncertainty by : Sage Colleges. Founder's Seminar

Download or read book Rhythm, Expectation & Uncertainty written by Sage Colleges. Founder's Seminar and published by . This book was released on 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Expectation, Enterprise and Profit

Download Expectation, Enterprise and Profit PDF Online Free

Author :
Publisher : Routledge
ISBN 13 : 1351521101
Total Pages : 265 pages
Book Rating : 4.3/5 (515 download)

DOWNLOAD NOW!


Book Synopsis Expectation, Enterprise and Profit by : G. L. S. Shackle

Download or read book Expectation, Enterprise and Profit written by G. L. S. Shackle and published by Routledge. This book was released on 2017-07-28 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Production is a complex system of interdependent activities, necessary to the system as a whole, which itself depends on the continuance of each individual activity that composes it. In such a system, resources must be committed to specific technological purposes long in advance to the ultimate sale of goods to the consumer.The success of such an enterprise system rests on the durability of the instruments it uses. These are so complex, sensitive, and powerful that their huge expense can be recovered only if they can be used for many years. Yet when the decision is made to invest in them, those years of use are in the future and the conditioning circumstances are unobservable and unknown.The firm in Western economies is the essential institutional means of confronting this problem of uncertainty, Expectation, Enterprise and Profit: The Theory of the Firm is concerned with the nature and mode of life of the firm as a means of policy formation in the face of uncertainty.This book offers a concise treatment and excellent analysis of the major concepts studied in a first course in the theory of the firm.

Uncertainty

Download Uncertainty PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521427449
Total Pages : 354 pages
Book Rating : 4.4/5 (274 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty by : Millett Granger Morgan

Download or read book Uncertainty written by Millett Granger Morgan and published by Cambridge University Press. This book was released on 1990 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: A risk analysis textbook which is intended as a basic text for students as well as a reference for practitioners and researchers. It provides a basis for policy analysis and draws upon a variety of case studies.

Uncertainty, Expectations and Asset Price Dynamics

Download Uncertainty, Expectations and Asset Price Dynamics PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319987143
Total Pages : 214 pages
Book Rating : 4.3/5 (199 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty, Expectations and Asset Price Dynamics by : Fredj Jawadi

Download or read book Uncertainty, Expectations and Asset Price Dynamics written by Fredj Jawadi and published by Springer. This book was released on 2018-11-30 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.