£91.71

CRC Press Inhomogeneous Random Evolutions and Their Applications

Name: CRC Press Inhomogeneous Random Evolutions and Their Applications
Brand: CRC Press
Price: 91.71 GBP
Availability: InStock

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£92 today · usual range £0–£0 · best ever £85

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 627 days • 627 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 627 days • 9 price levels

Days at Price

Current Price

Price Analysis

Most common price: £126 (269 days, 42.9%)

Price range: £85 - £145

Price levels: 9 different prices over 627 days

Description

Inhomogeneous Random Evolutions and Their Applications provides a deep look into modeling dynamical systems within the finance and insurance sectors. This text focuses on systems with non-homogeneous characteristics that change over time, offering essential mathematical frameworks for modern economic modeling. Readers can explore advanced methods for modeling financial underlyings and derivatives through Levy processes with time-dependent characteristics. The book also addresses the complexities of limit order books in algorithmic and high-frequency trading environments by using counting price changes processes with time-dependent intensities. For professionals in risk management, the content covers risk processes that count the number of claims using time-dependent conditional intensities. Additionally, it examines multi-asset price impact resulting from distressed selling and regime-switching Levy-driven models. This resource is designed for those needing technical depth in econometrics and financial mathematics.

Key Features

Model financial underlyings and derivatives using Levy processes that feature time-dependent characteristics.

Analyze limit order books in algorithmic and high-frequency trading via counting price changes processes.

Evaluate risk processes by counting the number of claims with time-dependent conditional intensities.

Study multi-asset price impact specifically resulting from distressed selling scenarios.

Explore regime-switching Levy-driven models to better understand changing market dynamics.

Product Specifications

Brand: CRC Press
Format: Hardcover
ASIN: 1138313475
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 12 December 2019
Listed Since: 06 June 2019

Barcode

No barcode data available

CRC Press Inhomogeneous Random Evolutions and Their Applications

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

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

Financial Economics, Risk And Information (2nd Edition)

Risk Analysis in Finance and Insurance: 21 (Chapman and Hall/CRC Financial Mathematics Series)

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

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

Energy Power Risk: Derivatives, Computation and Optimization

Probability and Random Processes with One Thousand Exercises in Probability

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

Risk and Financial Management: Mathematical and Computational Methods

Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series)

Quantitative Finance: A Simulation-Based Introduction Using Excel

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Risk And Stochastics: Ragnar Norberg (Mathematical Finance Economics)

Econometrics of Risk: 583 (Studies in Computational Intelligence, 583)

Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press Monte Carlo Methods in Finance and Insurance Book

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

Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab (The Wiley Finance Series)

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

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Extreme Financial Risks: From Dependence to Risk Management

Risk-Sensitive Investment Management (Advanced Series on Statistical Science & Applied Probability): 19

Deterministic And Stochastic Topics In Computational Finance