Change Of Time And Change Of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability) - Image 1

£46.11

World Scientific Publishing Company Change Of Time And Change Of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability)

Name: Change Of Time And Change Of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability)
Brand: World Scientific Publishing Company
Price: 46.11 GBP
Availability: InStock

Econometrics

Price data last checked 52 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

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

£46 today · previous high £46 · all-time low £46

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 39 days • 39 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 39 days • 1 price levels

Days at Price

Price Analysis

Most common price: £46 (39 days, 100.0%)

Price range: £46 - £46

Price levels: 1 different prices over 39 days

Description

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law. Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields. The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814678589
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 26 June 2015
Listed Since: 23 May 2015

Barcode

No barcode data available

World Scientific Publishing Company Change Of Time And Change Of Measure: 2nd Edition: 21 (Advanced Series on Statistical Science & Applied Probability)

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

Probability Theory and Stochastic Processes (Universitext)

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

Ambit Stochastics: 88 (Probability Theory and Stochastic Modelling, 88)

Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)

Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)

Introduction To Stochastic Calculus With Applications (3Rd Edition)

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

Probability and Random Processes with One Thousand Exercises in Probability

Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)

Stochastic Processes: An Introduction, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)

Stochastic Processes: An Introduction, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (Probability and Its Applications)

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Probability and Random Processes: Fourth Edition

CRC Press Inhomogeneous Random Evolutions and Their Applications

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

Probability and Random Processes: Fourth Edition

Measure Theory, Probability, and Stochastic Processes: 295 (Graduate Texts in Mathematics, 295)

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

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

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Springer Stochastic Models, Statistics and Their Applications