Peter Friz (123 results)
Language: English
Published by Cham, Springer. 2019
Series: Springer Proceedings in Mathematics & Statistics, Book 279 of 464. Book 279 of 464 - Springer Proceedings in Mathematics & Statistics
- Hardcover
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XV, 294 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 283. Sprache: E…nglisch.
Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
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Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
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Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
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Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
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Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
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Language: English
Published by Springer Nature Switzerland AG, Cham 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
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Paperback. Condition: new. Paperback. With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most… recently, stochastic partial differential equations.Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Ito-integration against Brownian motion required for most of the text.From the reviews of the first edition:"Can easily be used as a support for a graduate course . Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews"It is easy to base a graduate course on rough paths on this A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
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Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
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Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Published by Springer
- Softcover
Seller: Academic Book Solutions, Medford, U.S.A.Academic Book Solutions
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Add to basketpaperback. Condition: VeryGood. A copy that may have been read, very minimal wear and tear. May have a remainder mark.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
Seller: Brook Bookstore On Demand, Napoli, ItalyBrook Bookstore On Demand
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Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
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Language: English
Published by Society for Industrial & Applied Mathematics,U.S., New York 2024
- Softcover
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Paperback. Condition: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, ho…wever, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by Springer 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Condition: As New. Unread book in perfect condition.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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Language: English
Published by Cambridge University Press 2010
Series: Cambridge Studies in Advanced Mathematics, Book 54 of 151. Book 54 of 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
Seller: Books From California, Simi Valley, U.S.A.Books From California
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hardcover. Condition: Very Good.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2024
- Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, IrelandKennys Bookshop and Art Galleries Ltd.
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Condition: New. 2024. paperback. . . . . .
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US 2024
- Softcover
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Paperback. Condition: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driv…en by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Language: English
Published by Society for Industrial & Applied Mathematics,U.S. 2024
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Paperback. Condition: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Rough Volatility
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by MP-SIA SIAM - Society for Industrial and Applied M 2024
- Softcover
Seller: PBShop.store UK, Fairford, United KingdomPBShop.store UK
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Language: English
Published by Springer Nature 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Paperback. Condition: Brand New. 2nd edition. 364 pages. 9.25x6.10x0.82 inches. In Stock.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Condition: As New. Unread book in perfect condition.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Language: English
Published by Society for Industrial & Applied Mathematics,U.S. 2023
- Softcover
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Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics 2023
- Softcover
Seller: Kennys Bookstore, Olney, U.S.A.Kennys Bookstore
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Condition: New. 2024. paperback. . . . . . Books ship from the US and Ireland.
Language: English
Published by SPRINGER 2020
Series: Universitext, Book 239 of 261. Book 239 of 261 - Universitext
- Softcover
- International Edition
Seller: UK BOOKS STORE, London, United KingdomUK BOOKS STORE
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Paperback. Condition: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-12 days and we do have flat rate for up to 2LB. Extra shipping charges will be requ…ested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.
Probability and Analysis in Interacting Physical Systems : In Honor of S.r.s. Varadhan, Berlin, August, 2016
Friz, Peter (EDT); König, Wolfgang (EDT); Mukherjee, Chiranjib (EDT); Olla, Stefano (EDT)
Language: English
Published by Springer 2019
Series: Springer Proceedings in Mathematics & Statistics, Book 279 of 464. Book 279 of 464 - Springer Proceedings in Mathematics & Statistics
- Hardcover
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Condition: As New. Unread book in perfect condition.
