No Inv.: 116275-116277/P/Perp/09/3c~124144-124148/P/Perp/10/5c
No Inv.: 5396-5400/P/Perp/92/5c~941/P/Perp/94/1c~10674-10678/P/Perp/98/5c~3473-3482/P/Perp/98/10c
No Inv.: 127236/P/Perp/10/1c
No Inv.: 1173/Perp/85/1c~1640-1643/BD/Perp/87/4c
Hardcover. Terdapat Bibliografi dan Indeks.
The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is intended as an exercise textbook to accompany g…
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed…
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