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Author : Arup Bose
Publisher : Springer Nature
ISBN 13 : 9819744725
Total Pages : 191 pages
Book Rating : 4.8/5 (197 download)
Download or read book A Little Book of Martingales written by Arup Bose and published by Springer Nature. This book was released on with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Arup Bose
Publisher : Springer
ISBN 13 : 9789819744718
Total Pages : 0 pages
Book Rating : 4.7/5 (447 download)
Download or read book A Little Book of Martingales written by Arup Bose and published by Springer. This book was released on 2024-11-25 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This concise textbook, fashioned along the syllabus for master’s and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within the text and at the end of chapters. Basic results include Doob’s optional sampling theorem, Wald identities, Doob’s maximal inequality, upcrossing lemma, time-reversed martingales, a variety of convergence results and a limited discussion of the Burkholder inequalities. Applications include the 0-1 laws of Kolmogorov and Hewitt–Savage, the strong laws for U-statistics and exchangeable sequences, De Finetti’s theorem for exchangeable sequences and Kakutani’s theorem for product martingales. A simple central limit theorem for martingales is proven and applied to a basic urn model, the trace of a random matrix and Markov chains. Additional topics include forward martingale representation for U-statistics, conditional Borel–Cantelli lemma, Azuma–Hoeffding inequality, conditional three series theorem, strong law for martingales and the Kesten–Stigum theorem for a simple branching process. The prerequisite for this course is a first course in measure theoretic probability. The book recollects its essential concepts and results, mostly without proof, but full details have been provided for the Radon–Nikodym theorem and the concept of conditional expectation.
Author : Marek Musiela
Publisher : Springer Science & Business Media
ISBN 13 : 3662221322
Total Pages : 521 pages
Book Rating : 4.6/5 (622 download)
Download or read book Martingale Methods in Financial Modelling written by Marek Musiela and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.
Author : Daniel Revuz
Publisher : Springer Science & Business Media
ISBN 13 : 3662064006
Total Pages : 608 pages
Book Rating : 4.6/5 (62 download)
Download or read book Continuous Martingales and Brownian Motion written by Daniel Revuz and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.
Author : René L. Schilling
Publisher : Cambridge University Press
ISBN 13 : 9780521850155
Total Pages : 404 pages
Book Rating : 4.8/5 (51 download)
Download or read book Measures, Integrals and Martingales written by René L. Schilling and published by Cambridge University Press. This book was released on 2005-11-10 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.
Author : P. Hall
Publisher : Academic Press
ISBN 13 : 1483263223
Total Pages : 321 pages
Book Rating : 4.4/5 (832 download)
Download or read book Martingale Limit Theory and Its Application written by P. Hall and published by Academic Press. This book was released on 2014-07-10 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.
Author : P. Bremaud
Publisher :
ISBN 13 :
Total Pages : 392 pages
Book Rating : 4.:/5 (318 download)
Download or read book Point Processes and Queues written by P. Bremaud and published by . This book was released on 1981-09-08 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Introduction: " The emphasis has been placed on topics of interest in systems science at large...The level of exposition and the inclusion of a large number of exercises with complete detailed solutions make this book usable as a text for graduate students in applied probability, electrical engineering, computer science, and operations research. The prerequisites in probability and random processes are recalled in the Appendices."
Author : Ace Tilton Ratcliff
Publisher : Simon and Schuster
ISBN 13 : 198217305X
Total Pages : 208 pages
Book Rating : 4.9/5 (821 download)
Download or read book The Little Book of Dog Care written by Ace Tilton Ratcliff and published by Simon and Schuster. This book was released on 2023-07-11 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: An essential guide to caring for your dog, filled with expert-backed tips and nuggets of advice to help every dog owner understand what their canine companion needs in order to be happy and healthy. In the Little Book of Dog Care, life-long dog lover and deathcare veterinary practice owner Ace Tilton Ratcliff delivers a must-have primer for every dog parent. What should you do when your dog is scared during a thunderstorm? How can you make clipping their nails less miserable? When do they like to eat? What can’t you feed them? Endless questions, expert-certified answers. Thoughtfully divided into chapters that focus on a specific aspect of care, from sleeping to grooming and beyond, these tips and tricks are applicable to any breed of dog. By the last page, every dog owner will better understand what their dog might be feeling—and how to best assist, using your enviable opposable thumbs.
Author : Paul-Andre Meyer
Publisher : Springer
ISBN 13 : 3540379681
Total Pages : 96 pages
Book Rating : 4.5/5 (43 download)
Download or read book Martingales and Stochastic Integrals I written by Paul-Andre Meyer and published by Springer. This book was released on 2006-11-15 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean Jacod
Publisher : Springer Science & Business Media
ISBN 13 : 3642556825
Total Pages : 247 pages
Book Rating : 4.6/5 (425 download)
Download or read book Probability Essentials written by Jean Jacod and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
Author : Cheryl Olsten
Publisher : Greenleaf Book Group
ISBN 13 : 1733955119
Total Pages : 64 pages
Book Rating : 4.7/5 (339 download)
Download or read book Big Wishes for Little Feat written by Cheryl Olsten and published by Greenleaf Book Group. This book was released on 2020-10-06 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rated ★★★★★ by Readers' Favorite. When a young horse and a little girl fascinated by the stars above are brought together by a bit of fate and one shooting star, nothing can keep them apart. Cheryl Olsten tells the fanciful and delightful tale of a young horse in Belgium and a little girl living in America who are brought together by a bit of fate and a shooting star. When Ella’s parents send her to live with her great-aunt in the beautiful Kingdom of Belgium, she becomes lonely and lost. Not far away lives an equally lonely young horse, the smallest in the stable. Little Feat, as he will be known, longs for a forever friend. When Ella and Little Feat are brought together, their devotion to each other grows. Their awe and love of the night sky with sparkling stars and constellations takes them on a journey that will change their lives forever. Big Wishes for Little Feat is a wonderful tale that will ignite the imagination with its rich, colorful illustrations by award-winning Italian illustrator Paolo d’Altan. Central to the book’s charm is the imagery of stars and constellations to which a little girl and her horse both look for inspiration, confidence, and faith in themselves, as they learn how to turn disappointments into achievements. A quirky aunt adds to the fun of this tale of happy endings and new beginnings. For young girls who love animals with a special fondness for the magic of horses. Cheryl Olsten was formerly the publisher of two New Jersey Magazines, New Jersey Life and New Jersey Life Health and Beauty. She resides in Pennsylvania with her husband, while their grown children are living their happy lives on different parts of the globe.
Author : Cho, Seung Mo
Publisher : 주식회사 부크크
ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.1/5 (272 download)
Download or read book A Little Book on Probability and Finance written by Cho, Seung Mo and published by 주식회사 부크크. This book was released on 2017-02-27 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern finance theory is vast and deep with various academic bases such as microeconomics, econometrics, probability theory, stochastic calculus, psychology, sociology, political economy, etc. depending on the specific research theme. Among those bases, this book is adopting probability theory and stochastic calculus to present some of the main contents of finance in a very concise manner. As a matter of fact, the objective of this book is to show, as concisely as possible, how probability and stochastic calculus is closely related to modern mathematical finance. So the organization of the book is to present theories of probability first and then their related financial theories later within each of the chapters in the theorem-proof style. From my past experience, students with a quantitative background prefer mathematical symbols to normal English sentences especially in case they are not native speakers of English. So I have tried to minimize the use of English sentences. This book is intended for upper level undergraduate courses and introductory graduate courses in mathematical finance for a single semester. This book can also be used for self-studying students with proper prerequisite knowledge. The only prerequisite for this book is one year courses of calculus.
Author : J. Michael Steele
Publisher : Springer Science & Business Media
ISBN 13 : 1468493051
Total Pages : 303 pages
Book Rating : 4.4/5 (684 download)
Download or read book Stochastic Calculus and Financial Applications written by J. Michael Steele and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction to these areas. From the reviews: "As the preface says, ‘This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract’. This is also reflected in the style of writing which is unusually lively for a mathematics book." --ZENTRALBLATT MATH
Author : Robert J Elliott
Publisher : Springer Science & Business Media
ISBN 13 : 1475771460
Total Pages : 298 pages
Book Rating : 4.4/5 (757 download)
Download or read book Mathematics of Financial Markets written by Robert J Elliott and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the mathematics that underpins pricing models for derivative securities such as options, futures and swaps in modern markets. Models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory.
Author : Gill Harvey
Publisher : Usborne Books
ISBN 13 : 9780794506117
Total Pages : 152 pages
Book Rating : 4.5/5 (61 download)
Download or read book Little Book of Riding and Pony Care written by Gill Harvey and published by Usborne Books. This book was released on 2004-01-23 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discusses how to do western riding, jumping, pony care, dressage, riding out, and competing.
Author : Thomas Mikosch
Publisher : World Scientific
ISBN 13 : 9789810235437
Total Pages : 230 pages
Book Rating : 4.2/5 (354 download)
Download or read book Elementary Stochastic Calculus with Finance in View written by Thomas Mikosch and published by World Scientific. This book was released on 1998 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.
Author : Jean-François Le Gall
Publisher : Springer
ISBN 13 : 3319310895
Total Pages : 282 pages
Book Rating : 4.3/5 (193 download)
Download or read book Brownian Motion, Martingales, and Stochastic Calculus written by Jean-François Le Gall and published by Springer. This book was released on 2016-04-28 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.
