Búsqueda de LIBROS DEL AUTOR: anatoliy swishchuk

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  • STOCHASTIC MODELLING OF BIG DATA IN FINANCE
    ebook
    STOCHASTIC MODELLING OF BIG DATA IN FINANCE
    ANATOLIY SWISHCHUK
    Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB), and shows how those mod...

    $2,220.00

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  • INHOMOGENEOUS RANDOM EVOLUTIONS AND THEIR APPLICATIONS
    ebook
    INHOMOGENEOUS RANDOM EVOLUTIONS AND THEIR APPLICATIONS
    ANATOLIY SWISHCHUK
    Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics. It includes modeling for: financial underlying and derivatives via Levy processes with time-dependent characteristics; limit order books in the algorithmic and HFT with counting price changes processes havi...

    $1,360.00

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  • RANDOM DYNAMICAL SYSTEMS IN FINANCE
    ebook
    RANDOM DYNAMICAL SYSTEMS IN FINANCE
    ANATOLIY SWISHCHUK / SHAFIQUL ISLAM
    The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this emerging area, Random Dynamica...

    $1,800.00

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