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13. 
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
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14. 
Cover image for Stochastic analysis and applications to finance : essays in honour of jia-an yan
by 
Zhang, Tusheng, 1963-
Format: 
Books
Publication Date 
2012
Excerpt: 
Stochastic processes.
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15. 
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
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16. 
Cover image for Analysis of queues : methods and applications
by 
Gautam, Natarajan.
Format: 
Books
Publication Date 
2012
Excerpt: 
.Reversible Processes -- 2.3.2.Properties of Reversible Processes -- 2.3.3.Example: Analysis of Bandwidth
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17. 
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
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18. 
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)
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19. 
Cover image for Modeling and analysis of stochastic systems
by 
Kulkarni, Vidyadhar G.
Format: 
Books
Publication Date 
2010
Excerpt: 
Stochastic processes.
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20. 
Cover image for Change of time and change of measure
by 
Barndorff-Nielsen, Ole E.
Format: 
Books
Publication Date 
2010
Excerpt: 
Stochastic processes.
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21. 
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
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22. 
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
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by 
Lam, Yeh.
Format: 
Books
Publication Date 
2007
Excerpt: 
Stochastic processes.
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24. 
Cover image for Pricing derivative securities
by 
Epps, T. W.
Format: 
Books
Publication Date 
2007
Excerpt: 
, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of
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