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Probabilistic Modeling in Finance and Biology

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ISBN-10: 3838314468

ISBN-13: 9783838314464

Edition: 2009

Authors: Julien Guyon

List price: $102.00
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Description:

In this book, I strove to propose a both precise and handy probabilistic modeling in some areas of finance and biology. Both fields are made of complex random systems, described by huge and noisy data, and call for expertise in probability theory and statistics. My work is a contribution to modeling interactions in such systems, numerical analysis of the models, and statistical analysis of experimental data. In finance, I first focus on analysis of weak error of the density of the Euler scheme for stochastic differential equations, deriving new expansions in Gaussian-like functional spaces. Then I study ergodic properties of stochastic volatility models, with extended numerical experiments.…    
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Book details

List price: $102.00
Copyright year: 2009
Publisher: Lap Lambert Academic Publishing GmbH & Company KG
Binding: Paperback
Pages: 172
Size: 6.00" wide x 9.00" long x 0.40" tall
Weight: 0.572