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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Preise | 2012 | 2013 | 2014 | 2018 | 2022 |
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Schnitt | € 53,49 | € 53,45 | € 53,45 | € 48,39 | € 106,99 |
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich (closed) (2006)
ISBN: 9783764324193 bzw. 3764324198, in Deutsch, Birkhäuser, gebundenes Buch, neu.
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Optimal Stopping and Free-Boundary Problems (2006)
ISBN: 9783764324193 bzw. 3764324198, vermutlich in Englisch, Springer Nature, gebundenes Buch, neu.
The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both martingale and Mar- vian approaches; To select a seriesof concrete problems ofgeneral interest from the t- ory of probability, mathematical statistics, and mathematical "nance that can be reformulated as problems of optimal stopping of stochastic processes and solved by reduction to free-boundary problems of real analysis (Stefan problems). The table of contents found below gives a clearer idea of the material included in the monograph. Credits and historical comments are given at the end of each chapter or section. The bibliography contains a material for further reading. Acknowledgements.TheauthorsthankL.E.Dubins,S.E.Graversen,J.L.Ped- sen and L. A. Shepp for useful discussions. The authors are grateful to T. B. To- zovafortheexcellenteditorialworkonthemonograph.Financialsupportandh- pitality from ETH, Zur ¨ ich (Switzerland), MaPhySto (Denmark), MIMS (Man- ester) and Thiele Centre (Aarhus) are gratefully acknowledged. The authors are also grateful to INTAS and RFBR for the support provided under their grants. The grant NSh-1758.2003.1 is gratefully acknowledged. Large portions of the text were presented in the “School and Symposium on Optimal Stopping with App- cations” that was held in Manchester, England from 17th to 27th January 2006. Hard cover.
Optimal Stopping and Free-Boundary Problems (2006)
ISBN: 9783764373900 bzw. 3764373903, vermutlich in Englisch, Springer Nature, neu, E-Book, elektronischer Download.
The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both martingale and Mar- vian approaches; To select a seriesof concrete problems ofgeneral interest from the t- ory of probability, mathematical statistics, and mathematical "nance that can be reformulated as problems of optimal stopping of stochastic processes and solved by reduction to free-boundary problems of real analysis (Stefan problems). The table of contents found below gives a clearer idea of the material included in the monograph. Credits and historical comments are given at the end of each chapter or section. The bibliography contains a material for further reading. Acknowledgements.TheauthorsthankL.E.Dubins,S.E.Graversen,J.L.Ped- sen and L. A. Shepp for useful discussions. The authors are grateful to T. B. To- zovafortheexcellenteditorialworkonthemonograph.Financialsupportandh- pitality from ETH, Zur ¨ ich (Switzerland), MaPhySto (Denmark), MIMS (Man- ester) and Thiele Centre (Aarhus) are gratefully acknowledged. The authors are also grateful to INTAS and RFBR for the support provided under their grants. The grant NSh-1758.2003.1 is gratefully acknowledged. Large portions of the text were presented in the “School and Symposium on Optimal Stopping with App- cations” that was held in Manchester, England from 17th to 27th January 2006. eBook.
Optimal Stopping and Free-Boundary Problems by Goran Peskir Hardcover | Indigo Chapters (2006)
ISBN: 9783764324193 bzw. 3764324198, vermutlich in Englisch, Birkenhäuser Verlag, Basel/Boston/Stuttgart, Schweiz, gebundenes Buch, neu.
The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both martingale and Mar- vian approaches; To select a seriesof concrete problems ofgeneral interest from the t- ory of probability, mathematical statistics, and mathematical "nance that can be reformulated as problems of optimal stopping of stochastic processes and solved by reduction to free-boundary problems of real analysis (Stefan problems). The table of contents found below gives a clearer idea of the material included in the monograph. Credits and historical comments are given at the end of each chapter or section. The bibliography contains a material for further reading. Acknowledgements. TheauthorsthankL. E. Dubins, S. E. Graversen, J. L. Ped- sen and L. A. Shepp for useful discussions. The authors are grateful to T. B. To- zovafortheexcellenteditorialworkonthemonograph. Financialsupportandh- pitality from ETH, Zur ¨ ich (Switzerland), MaPhySto (Denmark), MIMS (Man- ester) and Thiele Centre (Aarhus) are gratefully acknowledged. The authors are also grateful to INTAS and RFBR for the support provided under their grants. The grant NSh-1758.2003.1 is gratefully acknowledged. Large portions of the text were presented in the "School and Symposium on Optimal Stopping with App- cations" that was held in Manchester, England from 17th to 27th January 2006. | Optimal Stopping and Free-Boundary Problems by Goran Peskir Hardcover | Indigo Chapters.
Optimal Stopping and Free-Boundary Problems (2006)
ISBN: 9783764373900 bzw. 3764373903, in Deutsch, Springer Basel, neu, E-Book, elektronischer Download.
Optimal Stopping and Free-Boundary Problems: The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both martingale and Mar- vian approaches To select a seriesof concrete problems ofgeneral interest from the t- ory of probability, mathematical statistics, and mathematical nance that can be reformulated as problems of optimal stopping of stochastic processes and solved by reduction to free-boundary problems of real analysis (Stefan problems). The table of contents found below gives a clearer idea of the material included in the monograph. Credits and historical comments are given at the end of each chapter or section. The bibliography contains a material for further reading. Acknowledgements.TheauthorsthankL.E.Dubins,S.E.Graversen,J.L.Ped- sen and L. A. Shepp for useful discussions. The authors are grateful to T. B. To- zovafortheexcellenteditorialworkonthemonograph.Financialsupportandh- pitality from ETH, Zur ich (Switzerland), MaPhySto (Denmark), MIMS (Man- ester) and Thiele Centre (Aarhus) are gratefully acknowledged. The authors are also grateful to INTAS and RFBR for the support provided under their grants. The grant NSh-1758.2003.1 is gratefully acknowledged. Large portions of the text were presented in the School and Symposium on Optimal Stopping with App- cations that was held in Manchester, England from 17th to 27th January 2006. Englisch, Ebook.
Optimal Stopping and Free-Boundary Problems
ISBN: 9783764324193 bzw. 3764324198, in Deutsch, Birkhauser, gebundenes Buch, neu.
Hardcover. 500 pages. Dimensions: 9.1in. x 6.7in. x 1.3in.This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Optimal Stopping and Free-Boundary Problems (2006)
ISBN: 9783764324193 bzw. 3764324198, in Deutsch, Springer Basel AG Aug 2006, neu.
Neuware - This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. 502 pp. Englisch.
Optimal Stopping and Free-Boundary Problems (2006)
ISBN: 9783764373900 bzw. 3764373903, in Deutsch, Birkhauser Boston Inc, neu, E-Book.
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles. This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. 10.11.2006, PDF.
Optimal Stopping and Free-Boundary Problems (2006)
ISBN: 9783764373900 bzw. 3764373903, in Deutsch, Birkhäuser, neu, E-Book.
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles. This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. PDF, 10.11.2006.
Optimal Stopping and Free-Boundary Problems
ISBN: 9783764324193 bzw. 3764324198, in Englisch, Birkenhäuser Verlag, Basel/Boston/Stuttgart, Schweiz, neu.