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Item Details
| Title:
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MARTINGALE IN DISKRETER ZEIT
THEORIE UND ANWENDUNGEN |
| By: |
Harald Luschgy |
| Format: |
Paperback |
| List price:
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£37.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3642299601 |
| ISBN 13: |
9783642299605 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
9 August, 2012 |
| Edition: |
2013 ed. |
| Series: |
Springer-Lehrbuch Masterclass |
| Synopsis: |
Martingale haben die Wahrscheinlichkeitstheorie derart revolutioniert, dass die Suche nach guten Martingalen inzwischen eine Standardmethode zur Untersuchung stochastischer Probleme ist. Das Buch fuhrt in die Theorie der reellen Martingale in diskreter Zeit ein und zeigt in Teil 2 einige ihrer Anwendungen; dazu zahlen u.a. das finanzmathematische Problem der Optionsbewertung, der Galton-Watson-Verzweigungsprozess, U-Statistiken und die unbedingte Basiseigenschaft von Martingal-Basen in Lp-Raumen. Mit zahlreichen Ubungsaufgaben zu jedem Kapitel." |
| Illustrations: |
black & white illustrations, bibliography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Non-returnable |
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