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Showing 1 - 12 of 12 results for “alexander melnikov”
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  • A Course of Stochastic Analysis

    by Alexander Melnikov ...
    Series series Mathematics and Statistics (R0)
    This thoroughly updated second edition offers a unified, modern pathway from the Kolmogorov foundations of probability to the tools of stochastic calculus—and on to applications in finance, statistics, and risk. With clarity and breadth, it develops martingale and semimartingale theory alongside stochastic differential equations, keeping both discrete- and continuous-time viewpoints in play.What’s ... Read more

    $53.99 USD

  • Risk Analysis in Finance and Insurance

    by Alexander Melnikov ...
    Series series Chapman and Hall/CRC Financial Mathematics Series
    Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Considering the interdisciplinary nature of risk analysis, the author discusses many important ideas from stochastic analysis, mathematical finance and actuarial science in a simplified manner. He ... Read more

    $84.99 USD

  • Optional Processes

    Theory and Applications

    by Mohamed Abdelghani, Alexander Melnikov ...
    Series series Chapman and Hall/CRC Financial Mathematics Series
    It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications.Optional Processes: Theory and Applications seeks to delve into the existing theory, new developments and applications of ... Read more

    $70.99 USD

  • Risk Analysis in Finance and Insurance

    by Alexander Melnikov ...
    Series series Chapman and Hall/CRC Financial Mathematics Series
    Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuarial science in a simplified manner. He explores the ... Read more

    $94.99 USD

  • Equity-Linked Life Insurance

    Partial Hedging Methods

    by Alexander Melnikov, Amir Nosrati ...
    Series series Chapman and Hall/CRC Financial Mathematics Series
    This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical ... Read more

    $70.99 USD

  • A Course of Stochastic Analysis

    by Alexander Melnikov ...
    Series series Mathematics and Statistics (R0)
    The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of ... Read more

    $49.99 USD

  • Computability and Complexity

    Essays Dedicated to Rodney G. Downey on the Occasion of His 60th Birthday

    Edited by Adam Day, Michael Fellows, Noam Greenberg, Bakhadyr Khoussainov, Alexander Melnikov, Frances Rosamond ...
    Series series Computer Science (R0)
    This Festschrift is published in honor of Rodney G. Downey, eminent logician and computer scientist, surfer and Scottish country dancer, on the occasion of his 60th birthday.The Festschrift contains papers and laudations that showcase the broad and important scientific, leadership and mentoring contributions made by Rod during his distinguished career. The volume contains 42 papers presenting ... Read more

    $49.99 USD

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  • Real Analysis with Economic Applications

    by Efe A. Ok ...
    There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real Analysis with Economic Applications aims to fill this gap by providing an ideal textbook and reference on real analysis tailored specifically to the concerns of such students.The emphasis throughout is ... Read more

    $93.59 USD

  • A Modern Theory of Random Variation

    With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration

    by Patrick Muldowney ...
    A ground-breaking and practical treatment of probability and stochastic processesA Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects as diverse as investment, communication engineering, and quantum mechanics. Setting aside the classical theory of probability measure spaces, the book utilizes a mathematically rigorous version of the ... Read more

    $118.00 USD

  • Differential Forms

    Theory and Practice

    by Steven H. Weintraub ...
    Differential forms are a powerful mathematical technique to help students, researchers, and engineers solve problems in geometry and analysis, and their applications. They both unify and simplify results in concrete settings, and allow them to be clearly and effectively generalized to more abstract settings. Differential Forms has gained high recognition in the mathematical and scientific ... Read more

    $107.99 USD

  • A User's Guide to Measure Theoretic Probability

    by David Pollard ...
    Series Book 8 - Cambridge Series in Statistical and Probabilistic Mathematics
    Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 book ... Read more

    $55.99 USD

  • Problems in Probability

    Translated by Andrew Lyasoff ...
    by Albert N. Shiryaev ...
    Series series Mathematics and Statistics (R0)
    For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises.Most of the material in this ... Read more

    $49.99 USD