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Artículo: AMZ-B0DG33X13F

Stochastic Calculus Skills Practice Workbook (Math Magicians)

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Paperback

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En stock

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1.01 kg

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Amazon

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Dive deep into the world of stochastic calculus with this comprehensive practice workbook. Whether you're a student, practitioner, or enthusiast, this workbook guides you through the fundamental to advanced concepts of stochastic calculus, making complex ideas tangible and accessible. What You Will Learn: - Understand the difference between deterministic and stochastic processes. - Explore the foundations of probability spaces and sigma-algebras. - Gain insight into random variables and expected values. - Master the basics and properties of Brownian motion. - Get introduced to and work with the core concepts of Ito calculus. - Construct and examine the Ito integral and its significant properties. - Dive into Ito's Lemma with extensive applications in finance and physics. - Work with stochastic differential equations (SDEs) and their solutions. - Explore the Fokker-Planck equation's role and applications. - Understand and apply martingales and the Martingale Representation Theorem. - Implement Girsanov's Theorem to change probability measures effectively. - Delve into stochastic integrals concerning martingales. - Address mean-reverting processes using stochastic calculus. - Make connections between stochastic and classical calculus. - Explore multi-dimensional Brownian motion and vector stochastic processes. - Apply stochastic calculus on manifolds for advanced mathematical insights. - Utilize the change of numeraire technique in financial models. - Comprehend the Black-Scholes model through stochastic calculus. - Create and understand hedging strategies with stochastic calculus. - Implement Monte Carlo simulations in predictive modeling. - Calibrate stochastic models with real-world data. - Learn about jump and Poisson processes and their mathematical formulations. - Understand stochastic control theory and its real-world applications. - Explore advanced stochastic control with Linear Quadratic Gaussian methods. - Solve HJB equations using dynamic programming. - Comprehend the concept of mean-field games. - Integrate backward stochastic differential equations in finance. - Employ stochastic calculus in filtering and signal processing. - Grasp the principles of Kalman-Bucy filtering and its uses. - Understand stochastic volatility models, including Heston's model. - Compute risk measures using stochastic calculus. - Engage in stochastic portfolio theory for better management strategies. - Analyze stochastic interest rates through models like Vasicek's. - Utilize affine processes in financial contexts. - Model energy markets with stochastic control for resource optimization. - Explore stochastic epidemiology for modeling infectious diseases. - Integrate quantitative methods in behavioral finance. - Apply stochastic models to ecological and environmental systems. - Delve into quantum stochastic calculus for applications in quantum mechanics. - Master stochastic gradient descent for optimization in machine learning. - Apply stochastic methods in biological systems and genetics. - Incorporate stochasticity in neural network models. - Navigate supply chain management with stochastic modeling. - Explore various techniques for stochastic simulations. - Find numerical solutions for SDEs using robust techniques. - Leverage Fast Fourier Transform for solving stochastic calculus problems. - Improve quantitative risk management practices with stochastic calculus. - Analyze health economic data with stochastic methodologies. - Process financial data using advanced signal processing techniques.

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$60,44

31% OFF

$41,69

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