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Resultaten voor 'yuliya mishura'
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Volterra Volatility Models
Option Pricing and Hedging€ 197,95 -
Functional Analysis and Operator Theory
€ 71,50 -
Entropies and Fractionality
Entropy Functionals, Small Deviations and Related Integral EquationsEntropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations starts with a systematization and calculation of various entropies (Shannon, Rényi and some others) of selected absolutely continuous probability distributions.
€ 242,50 -
Fractional Deterministic and Stochastic Calculus
Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine; Giacomo Ascione and Enrica Pirozzi, University of Naples, Italy.
€ 268,95 -
Functional Analysis and Operator Theory
€ 109,95 -
Discrete-Time Approximations and Limit Theorems
In Applications to Financial MarketsYuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
€ 232,95 -
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
This book is devoted to unstable solutions of stochastic differential equations (SDEs).
€ 60,50 -
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
This book is devoted to unstable solutions of stochastic differential equations (SDEs).
€ 60,50 -
Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
€ 142,95 -
Fractional Brownian Motion
Approximations and ProjectionsOksana Banna is Assistant Professor at the Department of Economic Cybernetics at Taras Shevchenko National University of Kyiv (KNU) in Ukraine. Yuliya Mishura is Full Professor and Head of the Department of Probability, Statistics and Actuarial Mathematics at KNU. Kostiantyn Ralchenko is Associate Professor at the Department of Probability, Statistics and Actuarial Mathematics at KNU. Sergiy Shklyar is Senior Researcher at the Department of Probability, Statistics and Actuarial Mathematics at KNU.
€ 192,50 -
Ruin Probabilities
Smoothness, Bounds, Supermartingale ApproachYuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stochastic analysis, theory of stochastic processes, stochastic differential equations, numerical schemes, financial mathematics, risk processes, statistics of stochastic processes, and models with long-range dependence. Olena Ragulina is Junior Researcher at the Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Ukraine Her research interests include actuarial and financial mathematics.
€ 167,95 -
Financial Mathematics
Yuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stochastic analysis, theory of stochastic processes, stochastic differential equations, numerical schemes, financial mathematics, risk processes, statistics of stochastic processes, and models with long-range dependence.
€ 124,95