Essentials of stochastic processes / Richard Durrett |
Autore | Durrett, Richard |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
Soggetto topico |
90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114726 |
Durrett, Richard | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Essentials of stochastic processes / Richard Durrett |
Autore | Durrett, Richard |
Edizione | [3. ed] |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | IX, 275 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 60G50 - Sums of independent random variables; random walks [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020] 90B22 - Queues and service in operations research [MSC 2020] 90Bxx - Operations research and management science [MSC 2020] 91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
Soggetto non controllato |
Binomial model
Black-Scholes formula Continuous Time Econometrics Economics Exponential distributions Financial Engineering Markov Chains Martingales Mathematical Finance Option pricing Poisson process Population genetics Probability models Queueing Theory Queueing networks Renewal theory Stationary distributions Stochastic processes |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114726 |
Durrett, Richard | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Making and Breaking Mathematical Sense : Histories and Philosophies of Mathematical Practice / / Roi Wagner |
Autore | Wagner Roi |
Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2017] |
Descrizione fisica | 1 online resource (251 pages) |
Disciplina | 510.1 |
Soggetto topico |
Mathematics - Philosophy - History
Mathematics - History |
Soggetto genere / forma |
History
Electronic books. |
Soggetto non controllato |
Benedetto
Black-Scholes formula Eugene Wigner Friedrich W.J. Schelling George Lakoff Gilles Deleuze Hermann Cohen Hilary Putnam Johann G. Fichte Logic of Sensation Mark Steiner Rafael Nez Stanislas Dehaene Vincent Walsh Water J. Freeman III abbaco algebra arithmetic authority cognitive theory combinatorics conceptual freedom constraints economy gender role stereotypes generating functions geometry inferences infinities infinity mathematical cognition mathematical concepts mathematical cultures mathematical domains mathematical entities mathematical evolution mathematical interpretation mathematical language mathematical metaphor mathematical norms mathematical objects mathematical practice mathematical signs mathematical standards mathematical statements mathematics natural order natural sciences nature negative numbers number sense option pricing philosophy of mathematics reality reason relevance semiosis sexuality stable marriage problem |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Title; Copyright; Dedication; Contents; Acknowledgments; Introduction; What Philosophy of Mathematics Is Today; What Else Philosophy of Mathematics Can Be; A Vignette: Option Pricing and the Black-Scholes Formula; Outline of This Book; Chapter 1: Histories of Philosophies of Mathematics; History 1: On What There Is, Which Is a Tension between Natural Order and Conceptual Freedom; History 2: The Kantian Matrix, Which Grants Mathematics a Constitutive Intermediary Epistemological Position; History 3: Monster Barring, Monster Taming, and Living with Mathematical Monsters.
History 4: Authority, or Who Gets to Decide What Mathematics Is AboutThe "Yes, Please!" Philosophy of Mathematics; Chapter 2: The New Entities of Abbacus and Renaissance Algebra; Abbacus and Renaissance Algebraists; The Emergence of the Sign of the Unknown; First Intermediary Reflection; The Arithmetic of Debited Values; Second Intermediary Reflection; False and Sophistic Entities; Final Reflection and Conclusion; Chapter 3: A Constraints-Based Philosophy of Mathematical Practice; Dismotivation; The Analytic A Posteriori; Consensus; Interpretation; Reality; Constraints; Relevance; Conclusion. Chapter 4: Two Case Studies of Semiosis in MathematicsAmbiguous Variables in Generating Functions; Between Formal Interpretations; Models and Applications; Openness to Interpretation; Gendered Signs in a Combinatorial Problem; The Problem; Gender Role Stereotypes and Mathematical Results; Mathematical Language and Its Reality; The Forking Paths of Mathematical Language; Chapter 5: Mathematics and Cognition; The Number Sense; Mathematical Metaphors; Some Challenges to the Theory of Mathematical Metaphors; Best Fit for Whom?; What Is a Conceptual Domain?; In Which Direction Does the Theory Go? So How Should We Think about Mathematical Metaphors?An Alternative Neural Picture; Another Vision of Mathematical Cognition; From Diagrams to Haptic Vision; Haptic Vision in Practice; Chapter 6: Mathematical Metaphors Gone Wild; What Passes between Algebra and Geometry; Piero della Francesca (Italy, Fifteenth Century); Omar Khayyam (Central Asia, Eleventh Century); Rene Descartes (France, Seventeenth Century); Rafael Bombelli (Italy, Sixteenth Century); Conclusion; A Garden of Infinities; Limits; Infinitesimals and Actual Infinities; Chapter 7: Making a World, Mathematically; Fichte. SchellingHermann Cohen; The Unreasonable Applicability of Mathematics; Bibliography; Index. |
Record Nr. | UNINA-9910154298703321 |
Wagner Roi | ||
Princeton, NJ : , : Princeton University Press, , [2017] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Mathematics of Finance : An Intuitive Introduction / Donald G. Saari |
Autore | Saari, Donald G. |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvii, 144 p. : ill. ; 24 cm |
Soggetto topico |
91Gxx - Actuarial science and mathematical finance [MSC 2020]
91Fxx - Other social and behavioral sciences (mathematical treatment) [MSC 2020] |
Soggetto non controllato |
Black-Scholes equations
Black-Scholes formula Black-Scholes model Calls puts finance Efficient market hypothesis Embellishments finance Intuitive mathematical finance Mathematical Finance Mathematical finance Donald Saari Mathematical finance capstone Mathematics and economics textbook Mathematics of finance Quantitative Finance The Greeks finance Undergraduate mathematical finance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0127000 |
Saari, Donald G. | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Mathematics of Finance : An Intuitive Introduction / Donald G. Saari |
Autore | Saari, Donald G. |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvii, 144 p. : ill. ; 24 cm |
Soggetto topico |
91Fxx - Other social and behavioral sciences (mathematical treatment) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
Black-Scholes equations
Black-Scholes formula Black-Scholes model Calls puts finance Efficient market hypothesis Embellishments finance Intuitive mathematical finance Mathematical Finance Mathematical finance Donald Saari Mathematical finance capstone Mathematics and economics textbook Mathematics of finance Quantitative Finance The Greeks finance Undergraduate mathematical finance |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00127000 |
Saari, Donald G. | ||
Cham, : Springer, 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|