Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance: 2001 (Lecture Notes in Mathematics, 2001) - Image 1

£41.15

Springer Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance: 2001 (Lecture Notes in Mathematics, 2001)

Name: Levy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance: 2001 (Lecture Notes in Mathematics, 2001)
Brand: Springer
Price: 41.15 GBP
Availability: InStock

biography

Applied Mathematics

This is the most expensive it has ever been. Walk away.

£41 today · previous high £41 · all-time low £41

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 30 days • 30 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 30 days • 1 price levels

Days at Price

Price Analysis

Most common price: £41 (30 days, 100.0%)

Price range: £41 - £41

Price levels: 1 different prices over 30 days

Description

Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field. From the Back Cover This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.

Product Specifications

Brand: Springer
Model: biography
Format: paperback
ASIN: 3642140068
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 05 September 2010
Listed Since: 08 June 2010

Barcode

No barcode data available

Springer Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance: 2001 (Lecture Notes in Mathematics, 2001)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)

Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics, 2149)

Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)

Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)

Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)

Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)

Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Probability and Random Processes with One Thousand Exercises in Probability

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Mathematical Methods for Financial Markets (Springer Finance)

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques: 76 (Probability Theory and Stochastic Modelling, 76)

STOCHASTIC PROCESSES, FINANCE AND CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (Advances In Statistics, Probability And Actuarial Science)

Fractional Brownian Motion: Approximations and Projections (Mathematics and Statistics)

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)

Advanced Mathematical Methods for Finance

Random Motions in Markov and Semi-Markov Random Environments 2: High-dimensional Random Motions and Financial Applications (Mathematics and Statistics)

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions: 1 (Chapman and Hall/CRC Financial Mathematics Series)

Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes (Use R!)

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)