Order History
Premium Membership & Rewards
Help Center / FAQ
Inhomogeneous Random Evolutions and Their Applications
Hardcover
$245.00
Premium Members save an extra 10% and all Members collect stamps to save with Rewards. 10 stamps = $5.Learn More
Select a store to view item availability.
Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics. It includes modeling for:
- financial underlying and derivatives via Levy processes with time-dependent characteristics;
- limit order books in the algorithmic and HFT with counting price changes processes having time-dependent intensities;
- risk processes which count number of claims with time-dependent conditi...