35 Results
000000000000IIE
Cover image for The mathematics of derivatives securities with applications in MATLAB
by 
Cerrato, Mario.
Format: 
Books
Publication Date 
2012
Excerpt: 
calculus and stochastic processes before moving on to the second part which instructs readers on how to
Available: Copies:
Cover image for The handbook of energy trading
by 
Fiorenzani, Stefano.
Format: 
Books
Publication Date 
2012
Excerpt: 
Hypothesis -- 1.9.Subordination and Stochastic Timescales -- 2.Directional Trading -- 2.1.Definitions and
Available: Copies:
Cover image for Financial modelling : theory, implementation and practice (with Matlab source)
by 
Kienitz, Joerg.
Format: 
Books
Publication Date 
2012
Excerpt: 
-- 2.4.Stochastic Volatility and Stochastic Rates Models -- 2.4.1.The Heston-Hull-White Model -- 2.5
Available: Copies:
Cover image for Time series analysis : methods and applications
by 
Subba Rao, T.
Format: 
Books
Publication Date 
2012
Excerpt: 
-- Acknowledgments -- References -- pt. VI Nonstationary Time Series -- ch. 13 Locally Stationary Processes / Rainer
Available: Copies:
Cover image for Understanding and managing model risk : a practical guide for quants, traders and validators
by 
Morini, Massimo.
Format: 
Books
Publication Date 
2011
Excerpt: 
.2.Copulas -- 12.1.3.Normal and Lognormal -- 12.2.Stochastic Processes -- 12.2.1.The Law of Iterated
Available: Copies:
Cover image for Financial models with Lévy processes and volatility clustering
by 
Rachev, S. T. (Svetlozar Todorov)
Format: 
Books
Publication Date 
2011
Excerpt: 
Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)
Available: Copies:
Cover image for Modeling and analysis of stochastic systems
by 
Kulkarni, Vidyadhar G.
Format: 
Books
Publication Date 
2010
Excerpt: 
Stochastic processes.
Available: Copies:
Cover image for Change of time and change of measure
by 
Barndorff-Nielsen, Ole E.
Format: 
Books
Publication Date 
2010
Excerpt: 
Stochastic processes.
Available: Copies:
Cover image for Control techniques for complex networks
by 
Meyn, S. P. (Sean P.)
Format: 
Books
Publication Date 
2008
Excerpt: 
analysis." "Core chapters assume only prior exposure to stochastic processes and linear algebra at the
Available: Copies:
Cover image for Operations research and management science handbook
by 
Ravindran, A., 1944-
Format: 
Books
Publication Date 
2008
Excerpt: 
. Dynamic Programming -- 8. Stochastic Processes -- 9. Queueing Theory -- 10. Inventory Control -- 11
Available: Copies:
Cover image for Probability and statistics for computer scientists
by 
Baron, Michael, 1968-
Format: 
Books
Publication Date 
2007
Excerpt: 
distributions -- 4. Continuous distributions -- 5. Computer simulations and Monte Carlo methods -- 6. Stochastic
Available: Copies:
Cover image for The geometric process and its applications
by 
Lam, Yeh.
Format: 
Books
Publication Date 
2007
Excerpt: 
Stochastic processes.
Available: Copies: