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Showing 1 - 12 of 12 results for “nicolas privault”
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  • Understanding Markov Chains

    Examples and Applications

    by Nicolas Privault ...
    Series series Mathematics and Statistics (R0)
    This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to the computation of average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as ... Read more

    $49.49 USD

  • Discrete Stochastic Processes

    Tools for Machine Learning and Data Science

    by Nicolas Privault ...
    Series series Mathematics and Statistics (R0)
    This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction ... Read more

    $53.99 USD

  • Introduction to Stochastic Finance with Market Examples

    by Nicolas Privault ...
    Series series Chapman and Hall/CRC Financial Mathematics Series
    Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required ... Read more

    $140.00 USD

  • Understanding Markov Chains

    Examples and Applications

    by Nicolas Privault ...
    Series series Mathematics and Statistics (R0)
    This book provides an undergraduate-level introduction to discrete and continuous-time Markov chains and their applications, with a particular focus on the first step analysis technique and its applications to average hitting times and ruin probabilities. It also discusses classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes. It ... Read more

    $40.49 USD

  • Understanding Markov Chains

    Examples and Applications

    by Nicolas Privault ...
    Series series Mathematics and Statistics (R0)
    This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes, are also covered. Two major ... Read more

    $31.99 USD

  • Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

    by Nicolas Privault ...
    Series Book 22 - Advanced Series On Statistical Science And Applied Probability
    This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and hedging of interest ... Read more

    $42.99 USD

  • Probability on Real Lie Algebras

    by Uwe Franz, Nicolas Privault ...
    Series Book 206 - Cambridge Tracts in Mathematics
    This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal ... Read more

    $127.09 USD

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  • The Concise Oxford Dictionary of Mathematics

    Sixth Edition

    by Richard Earl, James Nicholson ...
    Series series Oxford Quick Reference
    With over 4,000 entries, this informative A to Z provides clear, jargon-free definitions on a wide variety of mathematical terms. Its entries cover both pure and applied mathematics, and include key theories, concepts, methods, programmes, people, and terminology. For this sixth edition, around 800 new terms have been defined, expanding on the dictionary's coverage of topics such as algebra, ... Read more

    $11.99 USD

  • Numerical Methods

    Design, Analysis, and Computer Implementation of Algorithms

    by Anne Greenbaum, Tim P. Chartier ...
    A rigorous and comprehensive introduction to numerical analysisNumerical Methods provides a clear and concise exploration of standard numerical analysis topics, as well as nontraditional ones, including mathematical modeling, Monte Carlo methods, Markov chains, and fractals. Filled with appealing examples that will motivate students, the textbook considers modern application areas, such as ... Read more

    $82.79 USD

  • Introduction to Data Compression

    by Khalid Sayood ...
    Series series The Morgan Kaufmann Series in Multimedia Information and Systems
    Introduction to Data Compression, Third Edition, is a concise and comprehensive guide to data compression. This book introduces the reader to the theory underlying today's compression techniques with detailed instruction for their applications using several examples to explain the concepts. Encompassing the entire field of data compression, it covers lossless and lossy compression, Huffman coding, ... Read more

    $80.09 USD

  • Schaum's Outline of Mathematica, Third Edition

    by Eugene Don ...
    Tough Test Questions? Missed Lectures? Not Enough Time?Fortunately, there’s Schaum’s*.*More than 40 million students have trusted Schaum’s to help them succeed in the classroom and on exams. Schaum’s is the key to faster learning and higher grades in every subject. Each Outline presents all the essential course information in an easy-to-follow, topic-by-topic format. You also get hundreds of ... Read more

    $24.49 USD

  • Schaum's Outline of Mathematica, 2ed

    by Eugene Don ...
    Series series Schaum's Outline Series
    Tough Test Questions? Missed Lectures? Not Enough Time?Fortunately for you, there's Schaum's Outlines. More than 40 million students have trusted Schaum's to help them succeed in the classroom and on exams. Schaum's is the key to faster learning and higher grades in every subject. Each Outline presents all the essential course information in an easy-to-follow, topic-by-topic format. You also get ... Read more

    $14.99 USD