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Stokastik
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Continuous-time Stochastic Control and Optimization with Financial Applications (Bog, Hardback, Engelsk)This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
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Stochastic Economic Dynamics (Bog, Paperback / softback, Engelsk)Levering: Skaffevare (forvent 14 - 30 hverdage) -
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Markov Chains (Bog, Paperback / softback, Engelsk)A textbook for students with some background in probability that develops quickly a rigorous theory of Markov chains and shows how actually to apply it, e.g. to simulation, economics,... Læs mere
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Stochastic Interest Rates (Bog, Paperback / softback, Engelsk)Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen... Læs mere
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An Introduction to Stochastic Processes with Applications to Biology (Bog, Hardback, Engelsk)Delineates stochastic processes, emphasizing applications in biology. This book is organized according to the three types of... Læs mere
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Game Theory (Bog, Hardback, Engelsk)A mathematically-oriented, comprehensive textbook in game theory for students in Mathematics, Economics, and Engineering, at both undergraduate and graduate levels, this new edition is... Læs mere
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A First Course in Stochastic Models (Bog, Hardback, Engelsk)An integrated presentation of theory, applications and algorithms that demonstrates how useful simple stochastic (random) models can be for gaining insight into the... Læs mere
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Stochastic Processes: An Introduction, Third Edition (Bog, Hardback, Engelsk)This is the third edition of a popular UK textbook on stochastic processes. It has been updated with a new chapter on diffusion processes and Brownian... Læs mere
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All of Statistics: A Concise Course in Statistical Inference (Bog, Paperback / softback, Engelsk)Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader... Læs mere
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One Thousand Exercises in Probability: Third Edition (Bog, Paperback / softback, Engelsk)This volume of more than 1300 exercises and solutions in probability theory has two roles. It is both a freestanding book of exercises and solutions... Læs mere
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Random Graphs and Complex Networks (Bog, Hardback, Engelsk)Network science is one of the fastest growing areas in science and business. This classroom-tested, self-contained book is designed for master's-level courses... Læs mere
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Introduction to Malliavin Calculus (Bog, Paperback / softback, Engelsk)This textbook offers a compact introduction to Malliavin calculus. It covers recent applications, and includes a self-contained presentation of preliminary material on... Læs mere
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