All ebooks by Benoîte de Saporta in PDF and EPUB
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All ebooks by Benoîte de Saporta in PDF and EPUB


2  Book(s)
Download this eBook Martingales and Financial Mathematics in Discrete Time
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Martingales and Financial Mathematics in Discrete Time


Benoîte De Saporta , Mounir Zili


This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple...

Publication date: 2021-12-20
Format: PDF, ePub
Publisher: Wiley-ISTE
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£145,54
Download this eBook Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes


Benoîte De Saporta , François Dufour , Huilong Zhang


Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet...

Publication date: 2015-12-14
Format: PDF, ePub
Publisher: Wiley-ISTE
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£146,59

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