Ditapis dengan
Numerical methods : for mathematics, science, and engineering
No Inv.: 14126-14129/P/Perp/94/4c
- Edisi
- 2nd ed
- ISBN/ISSN
- 0136250475
- Deskripsi Fisik
- x, 646 hlm.
- Judul Seri
- -
- No. Panggil
- 519.4 MAT n
Pengambilan keputusan : pendekatan kuantitatif
No Inv.: 80299/S/92/1c
- Edisi
- -
- ISBN/ISSN
- 979518072X
- Deskripsi Fisik
- vii, 116 hlm.
- Judul Seri
- -
- No. Panggil
- 519.542 MAN p
Applications of discrete time Markov chains and poisson processes to air poll…
In this brief we consider some stochastic models that may be used to study problems related to environmental matters, in particular, air pollution. The impact of exposure to air pollutants on people's health is a very clear and well documented subject. Therefore, it is very important to obtain ways to predict or explain the behaviour of pollutants in general. Depending on the type of question …
- Edisi
- 1
- ISBN/ISSN
- 9781461446453
- Deskripsi Fisik
- x, 107 hlm.
- Judul Seri
- Springer briefs in mathematics
- No. Panggil
- E472
Optimal stochastic control, stochastic target problems, and backward SDE
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a…
- Edisi
- 1
- ISBN/ISSN
- 9781461442868
- Deskripsi Fisik
- x, 214 hlm.
- Judul Seri
- Fields Institute monographs
- No. Panggil
- E463
Probability models
The purpose of this book is to provide a sound introduction to the study of real-world phenomena that possess random variation. It describes how to set up and analyse models of real-life phenomena that involve elements of chance. Motivation comes from everyday experiences of probability, such as that of a dice or cards, the idea of fairness in games of chance, and the random ways in which, say,…
- Edisi
- 2
- ISBN/ISSN
- 9781447153436
- Deskripsi Fisik
- xii, 287 hlm.
- Judul Seri
- -
- No. Panggil
- E450
Backward stochastic differential equations with jumps and their actuarial and…
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorith…
- Edisi
- 1
- ISBN/ISSN
- 9781447153313
- Deskripsi Fisik
- x, 288 hlm.
- Judul Seri
- -
- No. Panggil
- E449
Probability theory
This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is fur…
- Edisi
- 1
- ISBN/ISSN
- 9781447152019
- Deskripsi Fisik
- xxviii, 733 hlm.
- Judul Seri
- -
- No. Panggil
- E448
Risk measures and attitudes
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is dis…
- Edisi
- 1
- ISBN/ISSN
- 9781447149262
- Deskripsi Fisik
- ix, 91 hlm.
- Judul Seri
- -
- No. Panggil
- E445
A Programmed study guide for introduction to probability and statistics, seco…
No Inv.: 47414/S/Perp/73/1c
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- 451 hlm.
- Judul Seri
- -
- No. Panggil
- 519.2 BAR p
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