-- 2.4.Stochastic Volatility and Stochastic Rates Models -- 2.4.1.The Heston-Hull-White Model -- 2.5

Stochastic Differential Equations -- 1.10.Stochastic Dynamic Optimization in Continuous Time -- 1.11.Summary

-- Acknowledgments -- References -- pt. VI Nonstationary Time Series -- ch. 13 Locally Stationary Processes / Rainer

.Reversible Processes -- 2.3.2.Properties of Reversible Processes -- 2.3.3.Example: Analysis of Bandwidth

.2.Copulas -- 12.1.3.Normal and Lognormal -- 12.2.Stochastic Processes -- 12.2.1.The Law of Iterated

Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)

Stochastic processes.

Stochastic processes.

. Dynamic Programming -- 8. Stochastic Processes -- 9. Queueing Theory -- 10. Inventory Control -- 11

analysis." "Core chapters assume only prior exposure to stochastic processes and linear algebra at the

, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of

distributions -- 4. Continuous distributions -- 5. Computer simulations and Monte Carlo methods -- 6. Stochastic