Levy Processes

Quantum Independent Increment Processes II: Structure of Quantum Levy Processes, Classical Probability, and Physics

Quantum Independent Increment Processes II: Structure of Quantum Levy Processes, Classical Probability, and Physics By Michael Schüermann, Uwe Franz
English | PDF | 2006 | 351 Pages | ISBN : 3540244077 | 4 MB

This is the second of two volumes containing the revised and completed notes of lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald in March, 2003, and supported by the Volkswagen Foundation.

Levy Processes in Credit Risk (repost)  eBooks & eLearning

Posted by arundhati at Sept. 19, 2016
Levy Processes in Credit Risk (repost)

Wim Schoutens, Jessica Cariboni, "Levy Processes in Credit Risk"
2009 | ISBN: 0470743069 | 200 pages | PDF | 1 MB

Financial Models with Levy Processes and Volatility Clustering (Repost)  eBooks & eLearning

Posted by nebulae at Oct. 22, 2015
Financial Models with Levy Processes and Volatility Clustering (Repost)

Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi and Frank J. Fabozzi CFA, "Financial Models with Levy Processes and Volatility Clustering"
English | 2011 | ISBN: 0470482354 | 394 pages | PDF | 4,6 MB
Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions (Repost)

Lev A. Sakhnovich, "Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions"
2012 | pages: 246 | ISBN: 3034803559 | PDF | 3,6 mb
Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions (repost)

Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions by Lev A. Sakhnovich
English | 2012 | ISBN-10: 3034803559 | PDF | 254 pages | 3,6 MB

In a number of famous works, M. Kac showed that various methods of probability theory can be fruitfully applied to important problems of analysis. The interconnection between probability and analysis also plays a central role in the present book.

Levy Processes in Finance: Pricing Financial Derivatives  eBooks & eLearning

Posted by bookwyrm at Aug. 7, 2013
Levy Processes in Finance: Pricing Financial Derivatives

Levy Processes in Finance: Pricing Financial Derivatives By Wim Schoutens
2003 | 189 Pages | ISBN: 0470851562 | PDF | 2 MB

Financial Models with Levy Processes and Volatility Clustering  eBooks & eLearning

Posted by interes at Aug. 2, 2013
Financial Models with Levy Processes and Volatility Clustering

Financial Models with Levy Processes and Volatility Clustering (Frank J. Fabozzi Series) by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi and Frank J. Fabozzi CFA
English | 2011 | ISBN: 0470482354 | 394 pages | PDF | 4,6 MB

An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management

Levy Processes in Credit Risk  eBooks & eLearning

Posted by tot167 at Feb. 7, 2010
Levy Processes in Credit Risk

Wim Schoutens, Jessica Cariboni, "Levy Processes in Credit Risk"
Wiley | 2009 | ISBN: 0470743069 | 200 pages | PDF | 1,1 MB

Tempered Stable Distributions: Stochastic Models for Multiscale Processes  eBooks & eLearning

Posted by Underaglassmoon at Feb. 2, 2016
Tempered Stable Distributions: Stochastic Models for Multiscale Processes

Tempered Stable Distributions: Stochastic Models for Multiscale Processes
Springer | Mathematics | February 27, 2016 | ISBN-10: 3319249258 | 118 pages | pdf | 1.39 mb

Authors: Grabchak, Michael
Provides a thorough survey of tempered stable distributions and their associate Levy processes
Self-contained discussion and overview makes it perfect for researchers interested in learning about tempered stable distributions
Many new cutting-edge results of interest to specialists in the area

An Introduction to Continuous-Time Stochastic Processes (3rd edition) [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Nov. 11, 2015
An Introduction to Continuous-Time Stochastic Processes (3rd edition) [Repost]

Vincenzo Capasso, David Bakstein - An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (3rd edition)
Published: 2015-05-29 | ISBN: 1493927566 | PDF | 482 pages | 5.5 MB