We can't find the internet
Attempting to reconnect
Something went wrong
Hang in there while we get back on track
£129.99
This is the most expensive it has ever been. Walk away.
£130 today · previous high £130 · all-time low £111
CRC Press Inhomogeneous Random Evolutions and Their Applications - CRC Press
We'll watch every seller, every day. One email when your price arrives.
Price History & Forecast
Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.
Last 53 days · 53 data points (no recent data)
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
when this has been cheap or pricey
where the price is heading next
all-time high & low, recent range
name your number, we'll email you
Price Distribution
Price distribution over 53 days • 2 price levels
Price Analysis
Most common price: £111 (40 days, 75.5%)
Price range: £111 - £130
Price levels: 2 different prices over 53 days
Description
Key Features
Explains modelling techniques for dynamical systems using inhomogeneous random evolutions with time-dependent characteristics applicable to finance and insurance.
Covers Levy processes with time-dependent characteristics for modelling financial underlying assets and derivatives in quantitative finance.
Addresses limit order book dynamics in algorithmic and HFT trading using counting price changes processes with time-dependent intensities.
Provides risk process models that count number of claims using time-dependent conditional intensities for insurance applications.
Includes multi-asset price impact analysis from distressed selling and regime-switching Levy-driven diffusion-based pricing models.
Published by Chapman and Hall/CRC, a leading academic publisher specialising in econometrics and mathematical finance literature.
Product Specifications
- Brand
- CRC Press
- Format
- hardcover
- ASIN
- 1138313475
- Domain
- Amazon UK
- Release Date
- 12 December 2019
- Listed Since
- 06 June 2019
Barcode
No barcode data available
Similar Products You Might Like
Stochastic Modelling of Big Data in Finance (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Financial Economics, Risk And Information (2nd Edition)
World Scientific Publishing Company
Risk Analysis in Finance and Insurance: 21 (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)
Routledge
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute
Springer
Energy Power Risk: Derivatives, Computation and Optimization
emerald PUBLISHING
Probability and Random Processes with One Thousand Exercises in Probability
Oxford University Press
Probability Distributions in Risk Management Operations - Springer
Springer
Numerical Solution of Stochastic Differential Equations with Jumps in Finance: 64 (Stochastic Modelling and Applied Probability, 64)
Springer
Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (Springer Series in Operations Research and Financial Engineering)
Springer
Probability Distributions in Risk Management - Springer
Springer
STOCHASTIC PROCESSES, FINANCE AND CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (ADVANCES IN STATISTICS, PROBABILITY AND ACTUARIAL SCIENCE)
World Scientific Publishing Company
Risk and Financial Management: Mathematical and Computational Methods
Wiley
Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Quantitative Finance: A Simulation-Based Introduction Using Excel
CRC Press
Cambridge Theory of Financial Risk and Derivative Pricing Book
Cambridge University Press
Risk And Stochastics: Ragnar Norberg (Mathematical Finance Economics)
World Scientific Publishing Company
Econometrics of Risk: 583 (Studies in Computational Intelligence, 583)
Springer
Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17)
Elsevier
Monte Carlo Methods and Models in Finance and Insurance
CRC Press
Elements Of Stochastic Modelling (third Edition): 3rd Edition
World Scientific Publishing Company