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Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications

Anatoliy Swishchuk
4.9/5 (20219 ratings)
Read Now Download Now ⏭ listen AudioBook
Description:This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two parts. The first expands many of the results found in Volume 1 to higher dimensions. It presents new results on the random motion of the realistic three-dimensional case, which has so far been barely mentioned in the literature, and deals with the interaction of particles in Markov and semi-Markov media, which has, in contrast, been a topic of intense study.The second part contains applications of Markov and semi-Markov motions in mathematical finance. It includes applications of telegraph processes in modeling stock price dynamics and investigates the pricing of variance, volatility, covariance and correlation swaps with Markov volatility and the same pricing swaps with semi-Markov volatilities.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications. To get started finding Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
224
Format
PDF, EPUB & Kindle Edition
Publisher
Wiley-Iste
Release
2020
ISBN
1119808162

Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications

Anatoliy Swishchuk
4.4/5 (1290744 ratings)
Read Now Download now ⏭ listen AudioBook
Description: This book is the second of two volumes on random motions in Markov and semi-Markov random environments. This second volume focuses on high-dimensional random motions. This volume consists of two parts. The first expands many of the results found in Volume 1 to higher dimensions. It presents new results on the random motion of the realistic three-dimensional case, which has so far been barely mentioned in the literature, and deals with the interaction of particles in Markov and semi-Markov media, which has, in contrast, been a topic of intense study.The second part contains applications of Markov and semi-Markov motions in mathematical finance. It includes applications of telegraph processes in modeling stock price dynamics and investigates the pricing of variance, volatility, covariance and correlation swaps with Markov volatility and the same pricing swaps with semi-Markov volatilities.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications. To get started finding Random Motions in Markov and Semi-Markov Random Environments 2: High-Dimensional Random Motions and Financial Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.
Pages
224
Format
PDF, EPUB & Kindle Edition
Publisher
Wiley-Iste
Release
2020
ISBN
1119808162

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