• Sign In / Register
  • Help
  • Basket0
Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability 21 (Hardback)
  • Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability 21 (Hardback)
zoom

Change Of Time And Change Of Measure - Advanced Series on Statistical Science & Applied Probability 21 (Hardback)

(author), (author)
£56.00
Hardback 344 Pages / Published: 26/06/2015
  • We can order this

Usually despatched within 2 weeks

  • This item has been added to your basket
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'.

Publisher: World Scientific Publishing Co Pte Ltd
ISBN: 9789814678582
Number of pages: 344
Weight: 658 g
Dimensions: 229 x 152 x 20 mm
Edition: Second Edition

You may also be interested in...

Maths Skills for A Level Business Studies
Added to basket
Linear Algebra
Added to basket
£29.99
Paperback
A First Course in Coding Theory
Added to basket
Mathematics for Finance
Added to basket
Renormalization Methods
Added to basket
Mathematics for Economics and Business
Added to basket
Chaos: A Very Short Introduction
Added to basket
Stochastic Differential Equations
Added to basket
Essential Medical Statistics 2E
Added to basket
The Economist Numbers Guide 6th Edition
Added to basket
About Time
Added to basket
£10.99
Paperback
Pharmaceutical Calculations Workbook
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.