000 | 02805nam a22003855i 4500 | ||
---|---|---|---|
001 | 310098 | ||
003 | MX-SnUAN | ||
005 | 20170705134321.0 | ||
007 | cr nn 008mamaa | ||
008 | 150903s2006 sz | o |||| 0|eng d | ||
020 |
_a9783764373900 _99783764373900 |
||
024 | 7 |
_a10.1007/9783764373900 _2doi |
|
035 | _avtls000362726 | ||
039 | 9 |
_a201509030648 _bVLOAD _c201405070334 _dVLOAD _y201402211056 _zstaff |
|
040 |
_aMX-SnUAN _bspa _cMX-SnUAN _erda |
||
050 | 4 | _aQA315-316 | |
100 | 1 |
_aPeskir, Goran. _eautor _9350672 |
|
245 | 1 | 0 |
_aOptimal Stopping and Free-Boundary Problems / _cby Goran Peskir, Albert Shiryaev. |
264 | 1 |
_aBasel : _bBirkhäuser Basel, _c2006. |
|
300 |
_axxii, 500 páginas _brecurso en línea. |
||
336 |
_atexto _btxt _2rdacontent |
||
337 |
_acomputadora _bc _2rdamedia |
||
338 |
_arecurso en línea _bcr _2rdacarrier |
||
347 |
_aarchivo de texto _bPDF _2rda |
||
490 | 0 | _aLectures in Mathematics. ETH Zürich | |
500 | _aSpringer eBooks | ||
505 | 0 | _aOptimal stopping: General facts -- Stochastic processes: A brief review -- Optimal stopping and free-boundary problems -- Methods of solution -- Optimal stopping in stochastic analysis -- Optimal stopping in mathematical statistics -- Optimal stopping in mathematical finance -- Optimal stopping in financial engineering. | |
520 | _aThe book aims at disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems in analysis using minimal tools and focusing on key examples. The general theory of optimal stopping is exposed at the level of basic principles in both discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from classic ones (such as change of time, change of space, change of measure) to more recent ones (such as local time-space calculus and nonlinear integral equations). A detailed chapter on stochastic processes is included making the material more accessible to a wider cross-disciplinary audience. The book may be viewed as an ideal compendium for an interested reader who wishes to master stochastic calculus via fundamental examples. Areas of application where examples are worked out in full detail include financial mathematics, financial engineering, mathematical statistics, and stochastic analysis. | ||
590 | _aPara consulta fuera de la UANL se requiere clave de acceso remoto. | ||
700 | 1 |
_aShiryaev, Albert. _eautor _9350673 |
|
710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
|
776 | 0 | 8 |
_iEdición impresa: _z9783764324193 |
856 | 4 | 0 |
_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-7643-7390-0 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
942 | _c14 | ||
999 |
_c310098 _d310098 |