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