stochastic modeling - math books - Library of Math

Approximate Dynamic Programming: Solving the Curses of Dimensionality (Wiley Series in Probability and Statistics)

Wed, 26 Sep 2007 00:00:00 GMT


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A complete and accessible introduction to the real-world applications of approximate dynamic programming With the growing levels of sophistication in modern-day operations, it is vital for practitioners (more)

Fri, 24 Aug 2007 00:00:00 GMT


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This book concentrates on the theory of mathematical finance and the pricing of derivatives around the theory. The topics are presented from their mathematical foundations to their real-world implementation (more)

Thu, 24 Jan 2008 00:00:00 GMT


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This text demonstrates the roles of statistical methods, coordinate transformations, and mathematical analysis in mapping complex, unpredictable dynamical systems. Written by a well-known authority in (more)

Fri, 01 Dec 2006 00:00:00 GMT


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This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of many phenomena (more)


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Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Third Edition, bridges (more)

Mon, 04 Jun 2007 00:00:00 GMT


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Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new (more)

Thu, 23 Oct 2008 00:00:00 GMT


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The objective of stochastic filtering is to determine the best estimate for the state of a stochastic dynamical system from partial observations. The solution of this problem in the linear case is the (more)

Fri, 12 Oct 2007 00:00:00 GMT


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The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications (more)

Fri, 06 Jun 2008 00:00:00 GMT


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Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, this volume offers a comprehensive introduction to basic ideas and techniques (more)

Tue, 24 May 2005 00:00:00 GMT


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Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing (more)