Title: Les temps de passage dans les processus de type pont de diffusion: Processus stochastiques appliqu�s � la finance (Omn.Univ.Europ.) (French Edition)
Publisher: �ditions universitaires europ�ennes
Publication Date: 2014
Language: French
ISBN 10: 3841738044
ISBN 13: 9783841738042
Binding: Soft cover
Condition: New

About this title

Synopsis

Dans cet ouvrage, nous nous sommes int�ress�s principalement au temps de premier passage de processus stochastiques. Cette �tude consiste � d�terminer, en premier lieu, les lois de probabilit�s th�oriques de ces variables al�atoires et, par la suite utiliser des outils de simulation sous le langage R. Dans une premi�re �tape, nous avons �tudi� ces instants de premier passage pour les processus de type mouvement et pont brownien. Suite � cela, nous avons abord� la probl�matique de la simulation d'une solution d'�quation diff�rentielle stochastique de type pont par le biais d'une m�thode donnant de bons r�sultats, la m�thode "Crossing". Nous avons projet� le probl�me de d�termination de la loi des premiers temps de passage au mod�le de Black-Cox (1976), o� la solution de son �quation diff�rentielle stochastique est un mouvement brownien g�om�trique. Les r�sultats th�oriques que nous avons pr�sent� affirment que sous certaines conditions sur les param�tres de ce mod�le, la distribution des premiers temps de passage, � un seuil fix� au pr�alable, est inverse-gaussien, ce qui n'est pas le cas dans le mod�le de Black-Cox de type pont.

About the Author

N� le 6 janvier 1989 � la Casbah d'Alger, apr�s avoir obtenu son baccalaur�at sp�cialis� en sciences naturelle et vie, il effectue ses �tudes universitaires en math�matiques fondamentales et appliqu�es � l'universit� des sciences et technologie de Houari-Boumediene (USTHB), o� il a d�croch� son dipl�me de master en math�matiques financi�res.

"About this title" may belong to another edition of this title.

Store Description

Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team

Visit Seller's Storefront

Seller's business information

Ryefield Investments Limited
175 Pield Heath Road, Uxbridge, UB8 3NL, United Kingdom

Sale & Shipping Terms

Terms of Sale

All Returns and Refund are as per Abebooks policies.

Shipping Terms

Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!

Shipping rates from United Kingdom to U.S.A.

Shipping rates from United Kingdom to U.S.A.
Order quantity	6 to 12 business days	6 to 12 business days
First item	US$ 16.05	US$ 16.05

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.