Point Processes and Jump Diffusions

Point Processes and Jump Diffusions
Author :
Publisher : Cambridge University Press
Total Pages : 323
Release :
ISBN-10 : 9781316518670
ISBN-13 : 1316518671
Rating : 4/5 (671 Downloads)

Book Synopsis Point Processes and Jump Diffusions by : Tomas Björk

Download or read book Point Processes and Jump Diffusions written by Tomas Björk and published by Cambridge University Press. This book was released on 2021-06-17 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.


Point Processes and Jump Diffusions Related Books

Point Processes and Jump Diffusions
Language: en
Pages: 323
Authors: Tomas Björk
Categories: Business & Economics
Type: BOOK - Published: 2021-06-17 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
Applied Stochastic Control of Jump Diffusions
Language: en
Pages: 263
Authors: Bernt Øksendal
Categories: Mathematics
Type: BOOK - Published: 2007-04-26 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
An Introduction to the Theory of Point Processes
Language: en
Pages: 590
Authors: D.J. Daley
Categories: Mathematics
Type: BOOK - Published: 2007-11-12 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their
Applied Stochastic Processes and Control for Jump-Diffusions
Language: en
Pages: 472
Authors: Floyd B. Hanson
Categories: Mathematics
Type: BOOK - Published: 2007-01-01 - Publisher: SIAM

DOWNLOAD EBOOK

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a cl
Financial Modelling with Jump Processes
Language: en
Pages: 552
Authors: Peter Tankov
Categories: Business & Economics
Type: BOOK - Published: 2003-12-30 - Publisher: CRC Press

DOWNLOAD EBOOK

WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk m