Point processes and jump diffusions an introduction with finance applications
The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students look...
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, United Kingdom ; New York, NY, USA ; Port Melbourne, VIC, Australia ; New Delhi, India ; Singapore
Cambridge University Press
2021
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MARC
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|---|---|---|---|
| 001 | BV047607168 | ||
| 003 | DE-604 | ||
| 005 | 20220518 | ||
| 007 | t| | ||
| 008 | 211123s2021 xxka||| |||| 00||| eng d | ||
| 020 | |a 9781316518670 |9 978-1-316-51867-0 | ||
| 024 | 7 | |a 10.1007/9781009002127 |2 doi | |
| 035 | |a (OCoLC)1291612362 | ||
| 035 | |a (DE-599)KXP1770807241 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a xxk |c XA-GB | ||
| 049 | |a DE-91G | ||
| 050 | 0 | |a QA274.42 | |
| 082 | 0 | |a 519.23 | |
| 084 | |a MAT 605 |2 stub | ||
| 100 | 1 | |a Björk, Tomas |d 1947-2021 |e Verfasser |0 (DE-588)171979257 |4 aut | |
| 245 | 1 | 0 | |a Point processes and jump diffusions |b an introduction with finance applications |c Tomas Björk (Stockholm School of Economics) |
| 264 | 1 | |a Cambridge, United Kingdom ; New York, NY, USA ; Port Melbourne, VIC, Australia ; New Delhi, India ; Singapore |b Cambridge University Press |c 2021 | |
| 300 | |a x, 309 Seiten |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Title from publisher's bibliographic system (viewed on 28 May 2021) | ||
| 520 | 3 | |a The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area. This book gives an intuitive picture of the central concepts as well as the deeper results, while presenting the mathematical theory in a rigorous fashion and discussing applications in filtering theory and financial economics. Consequently, readers will get a deep understanding of the theory and how to use it. A number of exercises of differing levels of difficulty are included, providing opportunities to put new ideas into practice. Graduate students in mathematics, finance and economics will gain a good working knowledge of point-process theory, allowing them to progress to independent research | |
| 650 | 0 | 7 | |a Punktprozess |0 (DE-588)4138173-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Diffusionsprozess |0 (DE-588)4274463-5 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Point processes | |
| 653 | 0 | |a Diffusion processes | |
| 689 | 0 | 0 | |a Punktprozess |0 (DE-588)4138173-7 |D s |
| 689 | 0 | 1 | |a Diffusionsprozess |0 (DE-588)4274463-5 |D s |
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| 776 | 0 | 8 | |i Erscheint auch als |a Björk, Tomas |t Point processes and jump diffusions |d Cambridge : Cambridge University Press, 2021 |h 1 Online-Ressource (x, 309 pages) |n Online-Ausgabe |z 978-1-00-900212-7 |
| 856 | 4 | 2 | |u https://zbmath.org/?q=an%3A7340873 |y zbMATH |z kostenfrei |3 Rezension |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-032992154 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 605 2022 B 105 |
|---|---|
| DE-BY-TUM_katkey | 2599042 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040008584190 |
| _version_ | 1820895780287807488 |
| any_adam_object | |
| author | Björk, Tomas 1947-2021 |
| author_GND | (DE-588)171979257 |
| author_facet | Björk, Tomas 1947-2021 |
| author_role | aut |
| author_sort | Björk, Tomas 1947-2021 |
| author_variant | t b tb |
| building | Verbundindex |
| bvnumber | BV047607168 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.42 |
| callnumber-search | QA274.42 |
| callnumber-sort | QA 3274.42 |
| callnumber-subject | QA - Mathematics |
| classification_tum | MAT 605 |
| ctrlnum | (OCoLC)1291612362 (DE-599)KXP1770807241 |
| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV047607168 |
| illustrated | Illustrated |
| indexdate | 2024-12-24T08:59:58Z |
| institution | BVB |
| isbn | 9781316518670 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032992154 |
| oclc_num | 1291612362 |
| open_access_boolean | 1 |
| owner | DE-91G DE-BY-TUM |
| owner_facet | DE-91G DE-BY-TUM |
| physical | x, 309 Seiten Illustrationen |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | Cambridge University Press |
| record_format | marc |
| spellingShingle | Björk, Tomas 1947-2021 Point processes and jump diffusions an introduction with finance applications Punktprozess (DE-588)4138173-7 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| subject_GND | (DE-588)4138173-7 (DE-588)4274463-5 |
| title | Point processes and jump diffusions an introduction with finance applications |
| title_auth | Point processes and jump diffusions an introduction with finance applications |
| title_exact_search | Point processes and jump diffusions an introduction with finance applications |
| title_full | Point processes and jump diffusions an introduction with finance applications Tomas Björk (Stockholm School of Economics) |
| title_fullStr | Point processes and jump diffusions an introduction with finance applications Tomas Björk (Stockholm School of Economics) |
| title_full_unstemmed | Point processes and jump diffusions an introduction with finance applications Tomas Björk (Stockholm School of Economics) |
| title_short | Point processes and jump diffusions |
| title_sort | point processes and jump diffusions an introduction with finance applications |
| title_sub | an introduction with finance applications |
| topic | Punktprozess (DE-588)4138173-7 gnd Diffusionsprozess (DE-588)4274463-5 gnd |
| topic_facet | Punktprozess Diffusionsprozess |
| url | https://zbmath.org/?q=an%3A7340873 |
| work_keys_str_mv | AT bjorktomas pointprocessesandjumpdiffusionsanintroductionwithfinanceapplications |