Search Results - Special 26

Pathwise estimation and inference for diffusion market models / by Dokuchaev, Nikolai, Hin, Lin Yee

Table of Contents: “…1.3.3 Some explicit solutions for Ito equations1.3.4 Diffusion Markov processes and related parabolic equations; 1.3.5 Martingale representation theorem; 1.3.6 Change of measure and Girsanov theorem; 2: Some background on diffusion market models; 2.1 Continuous time model for stock price; 2.2 Continuous time bond-stock market model; 2.3 Discounted wealth and stock prices; 2.4 Risk-neutral measure; 2.5 Replicating strategies; 2.6 Arbitrage possibilities and the arbitrage-free market; 2.7 The case of a complete market; 2.8 Completeness of the Black-Scholes model; 2.9 Option pricing…”
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General fractional derivatives : theory, methods, and applications / by Yang, Xiao-Jun (Mathematician)

Table of Contents: “…Introduction; 1.1 History of fractional calculus; 1.1.1 The contribution for fractional calculus and applications; 1.1.2 The contribution for generalized fractional calculus and applications; 1.2 History of special functions; 1.3 Special functions with respect to another function; 2. …”
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Handbook of conformal mappings and applications / by Kythe, Prem K.

Table of Contents: “…Sequence of Bilinear Transformations; 3.3 Cross-Ratio; 3.3.1 Symmetric Points; 3.3.2 Symmetry Principle; 3.3.3 Special Cases; Map 3.4.; Map 3.5.; Map 3.6.; Map 3.7.; Map 3.8.; Map 3.9.…”
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An introduction to financial mathematics : option valuation / by Junghenn, Hugo D. (Hugo Dietrich), 1939-

Table of Contents: “…Cover; Half Title; Title Page; Copyright Page; Dedication; Table of Contents; Preface; 1: Basic Finance; 1.1 Interest; *1.2 Inflation; 1.3 Annuities; 1.4 Bonds; *1.5 Internal Rate of Return; 1.6 Exercises; 2: Probability Spaces; 2.1 Sample Spaces and Events; 2.2 Discrete Probability Spaces; 2.3 General Probability Spaces; 2.4 Conditional Probability; 2.5 Independence; 2.6 Exercises; 3: Random Variables; 3.1 Introduction; 3.2 General Properties of Random Variables; 3.3 Discrete Random Variables; 3.4 Continuous Random Variables; 3.5 Joint Distributions of Random Variables…”
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Modeling Fixed Income Securities and Interest Rate Options by Jarrow, Robert A.

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