production
/viewbook/list/all/?page=3898
/
/static/
None
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
1256429708
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
1256710512
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Not Available
Not available
Not available
Not available
Thomas Mikosch
World Scientific Publishing Company
Not available
9810235437
Modelling with the Itô integral or stochastic differential equations has become increasingly important in various applied fields, including physics,... biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Itô calculus and/or stochastic finance. Contents: Preliminaries: Basic Concepts from Probability Theory; Stochastic Processes; Brownian Motion; Conditional Expectation; Martingales; The Stochastic Integral: The Riemann and Riemann Stieltjes Integrals; The Itô Integral; The Itô Lemma; The Stratonovich and Other Integrals; Stochastic Differential Equations: Deterministic Differential Equations; Itô Stochastic Differential Equations; The General Linear Differential Equation; Numerical Solution; Applications of Stochastic Calculus in Finance: The Black Scholes Option-Pricing Formula; A Useful Technique: Change of Measure; Appendices: Modes of Convergence; Inequalities; Non-Differentiability and Unbounded Variation of Brownian Sample Paths; Proof of the Existence of the General Itô Stochastic Integral; The Radon Nikodym Theorem; Proof of the Existence and Uniqueness of the Conditional Expectation.
Ronald E. Shaeffer
Prentice Hall
Not available
0131186558
Provides an introduction to building structures and materials, treats the essential topics in statics and mechanics of materials and provides an... introduction to structural analysis and design. Graphics statics treatment expanded including the graphical analysis of simple trusses and relatively complicated cable structures; structural behavior treatment expanded including structural system selection and step-by-step, thoroughly worked out examples. It is aimed at the practicing architect and those who will be working with him or her.
Claude Levi-Strauss
Beacon Press
Not available
0807046698
"The main thrust of this book is to deliver a major critique of materialist and rationalist explanations of social and cultural forms, but the in the... process Sahlins has given us a much stronger statement of the centrality of symbols in human affairs than have many of our 'practicing' symbolic anthropologists. He demonstrates that symbols enter all phases of social life: those which we tend to regard as strictly pragmatic, or based on concerns with material need or advantage, as well as those which we tend to view as purely symbolic, such as ideology, ritual, myth, moral codes, and the like. . . ."—Robert McKinley, Reviews in Anthropology
'