Búsqueda de LIBROS DEL AUTOR: yuliya mishura

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  • RUIN PROBABILITIES
    ebook
    RUIN PROBABILITIES
    YULIYA MISHURA / OLENA RAGULINA
    Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed investigation of the continuity and differentiability of the infinite-horizon and finite-horizon survival probabilities fo...

    $2,326.00

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  • FINANCIAL MATHEMATICS
    ebook
    FINANCIAL MATHEMATICS
    MISHURA, YULIYA
    Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for application in real-world environments, along with Martingale measures and martingale criterion and the prov...

    $1,329.00

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  • ENTROPIES AND FRACTIONALITY
    ebook
    ENTROPIES AND FRACTIONALITY
    YULIYA MISHURA / KOSTIANTYN RALCHENKO
    Entropies 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. The properties of the entropies are analyzed. Subsequently, a related problem is addressed: the computation and investig...

    $4,700.00

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