The author is an associate professor from the Nanyang Technological University (NTU) and is well-established in the field of stochastic processes and a highly respected probabilist. He has authored the book, Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales, Lecture Notes in Mathematics, Springer, 2009 and was a co-editor for the book, Stochastic Analysis with Financial Applications, Progress in Probability, Vol. 65, Springer Basel, 2011. Aside from these two Springer titles, he has authored several others. He is currently teaching the course M27004-Probability Theory and Stochastic Processes at NTU. The manuscript has been developed over the years from his courses on Stochastic Processes.
11 Ebooks de Nicolas Privault
Arturo Kohatsu-Higa & Nicolas Privault: Stochastic Analysis with Financial Applications
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recen …
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Inglés
€96.29
Nicolas Privault: ELEMEN INTRO STOCH INTER RATE..
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The m …
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Inglés
DRM
€57.99
Nicolas Privault: Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition)
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to t …
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Inglés
DRM
€129.99
Nicolas Privault: Understanding Markov Chains
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 application …
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Inglés
DRM
€35.69
Nicolas Privault: Stochastic Analysis in Discrete and Continuous Settings
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Se …
PDF
Inglés
DRM
€57.78
Nicolas Privault: Understanding Markov Chains
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 appli …
EPUB
Inglés
DRM
€44.85
Nicolas (Nanyang Technological University, Singapore) Privault: Introduction to Stochastic Finance with Market Examples
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 a …
PDF
DRM
€118.38
Nicolas (Nanyang Technological University, Singapore) Privault: Introduction to Stochastic Finance with Market Examples
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 a …
EPUB
DRM
€118.25
Nicolas Privault: Discrete Stochastic Processes
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 …
EPUB
Inglés
DRM
€57.83
