Zur Startseite gehen
0,00 €*
Cover: 9780387989556 | Probability via Expectation | Peter Whittle | Buch | xxi | Englisch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Probability via Expectation
Buch von Peter Whittle
Sprache: Englisch

139,09 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. The present edition contains a number of minor modifications and corrections, but its principal innovation is the addition of material on dynamic programming, optimal allocation, option pricing and large deviations. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, which seems initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporatingso much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character.
The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. The present edition contains a number of minor modifications and corrections, but its principal innovation is the addition of material on dynamic programming, optimal allocation, option pricing and large deviations. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, which seems initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporatingso much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character.
Zusammenfassung
This book will provide a background in probability theory for those wishing to work in the area of mathematical finance.
Inhaltsverzeichnis
Uncertainty, Intuition and Expectation.- Expectation.- Probability.- Some Basic Models.- Conditioning.- Applications of the Independence Concept.- The Two Basic Limit Theorems.- Continuous Random Variables and Their Transformations.- Markov Processes in Discrete Time.- Markov Processes in Continuous Time.- Action Optimisation: Dynamic Programming.- Optimal Resource Allocation.- Finance: Option Pricing and the Implied Martingale.- Second-Order Theory.- Consistency and Extension: The Finite-Dimensional Case.- Stochastic Convergence.- Martingales.- Extension: Examples of the Infinite-Dimensional Case.- Large-Deviation Theory.- Quantum Mechanics.
Details
Erscheinungsjahr: 2000
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Springer Texts in Statistics
Inhalt: xxi
353 S.
22 Fotos
ISBN-13: 9780387989556
ISBN-10: 0387989552
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Whittle, Peter
Auflage: 4th ed. 2000
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Texts in Statistics
Maße: 241 x 160 x 25 mm
Von/Mit: Peter Whittle
Erscheinungsdatum: 20.04.2000
Gewicht: 0,735 kg
Artikel-ID: 102588552
Zusammenfassung
This book will provide a background in probability theory for those wishing to work in the area of mathematical finance.
Inhaltsverzeichnis
Uncertainty, Intuition and Expectation.- Expectation.- Probability.- Some Basic Models.- Conditioning.- Applications of the Independence Concept.- The Two Basic Limit Theorems.- Continuous Random Variables and Their Transformations.- Markov Processes in Discrete Time.- Markov Processes in Continuous Time.- Action Optimisation: Dynamic Programming.- Optimal Resource Allocation.- Finance: Option Pricing and the Implied Martingale.- Second-Order Theory.- Consistency and Extension: The Finite-Dimensional Case.- Stochastic Convergence.- Martingales.- Extension: Examples of the Infinite-Dimensional Case.- Large-Deviation Theory.- Quantum Mechanics.
Details
Erscheinungsjahr: 2000
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Springer Texts in Statistics
Inhalt: xxi
353 S.
22 Fotos
ISBN-13: 9780387989556
ISBN-10: 0387989552
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Whittle, Peter
Auflage: 4th ed. 2000
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Texts in Statistics
Maße: 241 x 160 x 25 mm
Von/Mit: Peter Whittle
Erscheinungsdatum: 20.04.2000
Gewicht: 0,735 kg
Artikel-ID: 102588552
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Taschenbuch
Cover: 9780449910818 | Frontiers of Complexity | Peter Coveney | Taschenbuch | Paperback
Frontiers of Complexity
The Search for Order in a Choatic World
EAN: 9780449910818
Sprache: Englisch, Dänisch
Von/Mit: Peter Coveney (u. a.)

23,80 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783540709138 | Controlled Diffusion Processes | N. V. Krylov | Taschenbuch | xii
Controlled Diffusion Processes
EAN: 9783540709138
Sprache: Englisch
Von/Mit: N. V. Krylov

106,99 €*

Aktuell nicht verfügbar

Buch
Cover: 9780471976479 | Statistics of Extremes | Theory and Applications | Beirlant (u. a.)
Statistics of Extremes
Theory and Applications
EAN: 9780471976479
Sprache: Englisch
Von/Mit: Jan Beirlant (u. a.)

173,50 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781461287735 | A Course on Integral Equations | Allen C. Pipkin | Taschenbuch | xiv
A Course on Integral Equations
EAN: 9781461287735
Sprache: Englisch
Von/Mit: Allen C. Pipkin

90,94 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783642452864 | Optimal Experimental Design for Non-Linear Models | Christos P. Kitsos
Optimal Experimental Design for Non-Linear Models
Theory and Applications
EAN: 9783642452864
Sprache: Englisch
Von/Mit: Christos P. Kitsos

53,49 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781461270225 | The Geometry of Discrete Groups | Alan F. Beardon | Taschenbuch | xii
The Geometry of Discrete Groups
EAN: 9781461270225
Sprache: Englisch
Von/Mit: Alan F. Beardon

69,54 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781461297550 | Applied Statistics | A Handbook of Techniques | Lothar Sachs | Buch
Applied Statistics
A Handbook of Techniques
EAN: 9781461297550
Sprache: Englisch
Von/Mit: Lothar Sachs

53,49 €*

Aktuell nicht verfügbar

Buch
Cover: 9780817647223 | Direct Methods in Control Problems | Peter Falb | Buch | xiii | 2020
Direct Methods in Control Problems
EAN: 9780817647223
Sprache: Englisch
Von/Mit: Peter Falb

90,94 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781484272015 | Pro Data Visualization Using R and JavaScript | Jon Westfall (u. a.)
Pro Data Visualization Using R and JavaScript
Analyze and Visualize Key Data on the Web
EAN: 9781484272015
Sprache: Englisch
Von/Mit: Jon Westfall (u. a.)

64,19 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781800641761 | Inventory Analytics | Roberto Rossi | Taschenbuch | Paperback | 2021
Inventory Analytics
EAN: 9781800641761
Sprache: Englisch
Von/Mit: Roberto Rossi

58,80 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783030611934 | Analytic Combinatorics for Multiple Object Tracking | Streit (u. a.)
Analytic Combinatorics for Multiple Object Tracking
EAN: 9783030611934
Sprache: Englisch
Von/Mit: Roy Streit (u. a.)

139,09 €*

Aktuell nicht verfügbar

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...