Tak Kuen Siu: 2 books
Stochastic Processes, Finance and Control
A Festschrift in Honor of Robert J Elliott
Language: English
Release Date: August 10, 2012
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many...
Markov Chains
Models, Algorithms and Applications
Language: English
Release Date: March 27, 2013
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling...