Introduction to Stochastic Differential Equations with Applications in Biology and Finance

Detalhes bibliográficos
Autor(a) principal: Braumann, Carlos A.
Data de Publicação: 2019
Tipo de documento: Livro
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10174/25627
https://doi.org/10.1002/9781119166092
Resumo: A comprehensive introduction to the core issues of stochastic differential equations and their effective application. Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology. The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, Itô or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume: - Contains a complete introduction to the basic issues of stochastic differential equations and their effective application -Includes many examples in modelling, mainly from the biology and finance fields - Shows how to translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions - Conveys the intuition behind the theoretical concepts - Presents exercises that are designed to enhance understanding - Offers a supporting website that features solutions to exercises and R code for algorithm implementation. Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
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spelling Introduction to Stochastic Differential Equations with Applications in Biology and FinanceStochastic differential equationsapplications to modelling in Biologyapplications to modelling in in financeItô integralItô versus Stratonovich calculus- resolution of a controversyA comprehensive introduction to the core issues of stochastic differential equations and their effective application. Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology. The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, Itô or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume: - Contains a complete introduction to the basic issues of stochastic differential equations and their effective application -Includes many examples in modelling, mainly from the biology and finance fields - Shows how to translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions - Conveys the intuition behind the theoretical concepts - Presents exercises that are designed to enhance understanding - Offers a supporting website that features solutions to exercises and R code for algorithm implementation. Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.O autor é membro do Centro de Investigação em Matemática e Aplicações (CIMA), centro de investigação financiado pela FCT (Fundação para a Ciência e a Tecnologia) com a referência UID/MAT/04674/2019.Wiley2019-06-17T15:38:22Z2019-06-172019-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/bookhttp://hdl.handle.net/10174/25627http://hdl.handle.net/10174/25627https://doi.org/10.1002/9781119166092engBraumann, C. A. (2019). Introduction to Stochastic Differential Equations with Applications to Biology and Finance. Wiley, Hoboken NJ, 304 pages. ISBN: 978-1-119-16606-1, 978-1-119-16608-5 (ePub), 978-1-119-16607-8 (Adobe PDF).978-1-119-16606-1 (hardcover)978-1-119-16608-5 (ePub)978-1-119-16607-8 (Adobe PDF)https://www.wiley.com/en-pt/Introduction+to+Stochastic+Differential+Equations+with+Applications+to+Modelling+in+Biology+and+Finance-p-9781119166061simnaoMAT - Publicações - Livrosbraumann@uevora.pt340Braumann, Carlos A.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-01-03T19:19:37Zoai:dspace.uevora.pt:10174/25627Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T01:16:01.662576Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Introduction to Stochastic Differential Equations with Applications in Biology and Finance
title Introduction to Stochastic Differential Equations with Applications in Biology and Finance
spellingShingle Introduction to Stochastic Differential Equations with Applications in Biology and Finance
Braumann, Carlos A.
Stochastic differential equations
applications to modelling in Biology
applications to modelling in in finance
Itô integral
Itô versus Stratonovich calculus- resolution of a controversy
title_short Introduction to Stochastic Differential Equations with Applications in Biology and Finance
title_full Introduction to Stochastic Differential Equations with Applications in Biology and Finance
title_fullStr Introduction to Stochastic Differential Equations with Applications in Biology and Finance
title_full_unstemmed Introduction to Stochastic Differential Equations with Applications in Biology and Finance
title_sort Introduction to Stochastic Differential Equations with Applications in Biology and Finance
author Braumann, Carlos A.
author_facet Braumann, Carlos A.
author_role author
dc.contributor.author.fl_str_mv Braumann, Carlos A.
dc.subject.por.fl_str_mv Stochastic differential equations
applications to modelling in Biology
applications to modelling in in finance
Itô integral
Itô versus Stratonovich calculus- resolution of a controversy
topic Stochastic differential equations
applications to modelling in Biology
applications to modelling in in finance
Itô integral
Itô versus Stratonovich calculus- resolution of a controversy
description A comprehensive introduction to the core issues of stochastic differential equations and their effective application. Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author — a noted expert in the field — includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology. The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, Itô or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume: - Contains a complete introduction to the basic issues of stochastic differential equations and their effective application -Includes many examples in modelling, mainly from the biology and finance fields - Shows how to translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions - Conveys the intuition behind the theoretical concepts - Presents exercises that are designed to enhance understanding - Offers a supporting website that features solutions to exercises and R code for algorithm implementation. Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
publishDate 2019
dc.date.none.fl_str_mv 2019-06-17T15:38:22Z
2019-06-17
2019-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10174/25627
http://hdl.handle.net/10174/25627
https://doi.org/10.1002/9781119166092
url http://hdl.handle.net/10174/25627
https://doi.org/10.1002/9781119166092
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Braumann, C. A. (2019). Introduction to Stochastic Differential Equations with Applications to Biology and Finance. Wiley, Hoboken NJ, 304 pages. ISBN: 978-1-119-16606-1, 978-1-119-16608-5 (ePub), 978-1-119-16607-8 (Adobe PDF).
978-1-119-16606-1 (hardcover)
978-1-119-16608-5 (ePub)
978-1-119-16607-8 (Adobe PDF)
https://www.wiley.com/en-pt/Introduction+to+Stochastic+Differential+Equations+with+Applications+to+Modelling+in+Biology+and+Finance-p-9781119166061
sim
nao
MAT - Publicações - Livros
braumann@uevora.pt
340
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dc.publisher.none.fl_str_mv Wiley
publisher.none.fl_str_mv Wiley
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