| 000 | 02456nam a22004457a 4500 | ||
|---|---|---|---|
| 001 | sulb-eb0025476 | ||
| 003 | BD-SySUS | ||
| 005 | 20160413122528.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 131017s2013 gw | s |||| 0|eng d | ||
| 020 |
_a9783642405266 _9978-3-642-40526-6 |
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| 024 | 7 |
_a10.1007/978-3-642-40526-6 _2doi |
|
| 050 | 4 | _aQA276-280 | |
| 072 | 7 |
_aPBT _2bicssc |
|
| 072 | 7 |
_aMAT029000 _2bisacsh |
|
| 082 | 0 | 4 |
_a519.5 _223 |
| 100 | 1 |
_aKolesnik, Alexander D. _eauthor. |
|
| 245 | 1 | 0 |
_aTelegraph Processes and Option Pricing _h[electronic resource] / _cby Alexander D. Kolesnik, Nikita Ratanov. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013. |
|
| 300 |
_aXII, 128 p. 5 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 347 |
_atext file _bPDF _2rda |
||
| 490 | 1 |
_aSpringerBriefs in Statistics, _x2191-544X |
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| 505 | 0 | _aPreface -- 1.Preliminaries -- 2.Telegraph Process on the Line -- 3.Functionals of Telegraph Process -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index. . | |
| 520 | _aThe telegraph process is a useful mathematical model for describing the stochastic motion of a particle that moves with finite speed on the real line and alternates between two possible directions of motion at random time instants. That is why it can be considered as the finite-velocity counterpart of the classical Einstein-Smoluchowski's model of the Brownian motion in which the infinite speed of motion and the infinite intensity of the alternating directions are assumed. The book will be interesting to specialists in the area of diffusion processes with finite speed of propagation and in financial modelling. It will also be useful for students and postgraduates who are taking their first steps in these intriguing and attractive fields. | ||
| 650 | 0 | _aStatistics. | |
| 650 | 1 | 4 | _aStatistics. |
| 650 | 2 | 4 | _aStatistics, general. |
| 700 | 1 |
_aRatanov, Nikita. _eauthor. |
|
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783642405259 |
| 830 | 0 |
_aSpringerBriefs in Statistics, _x2191-544X |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-40526-6 |
| 912 | _aZDB-2-SMA | ||
| 942 |
_2Dewey Decimal Classification _ceBooks |
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| 999 |
_c47568 _d47568 |
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