Teoria Della Probabilità by Andrea Pascucci at Bookstore UAE
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Teoria Della Probabilità

Teoria Della Probabilità


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About the Book

1. Misure e spazi di probabilità.- 2. Variabili aleatorie.- 3. Successioni di variabili aleatorie.- 4. Probabilità condizionata.- 5. Processi stocastici.- 6. Elementi di statistica.- Appendice A.- Appendice B: Temi d'esame risolti.- Appendice C: Tavole riassuntive delle principali distribuzioni.


About the Author:

Andrea Pascucci è professore di Probabilità e Statistica Matematica presso l'Università di Bologna. La sua attività di ricerca si concentra su diversi aspetti della teoria delle equazioni differenziali stocastiche per diffusioni e processi di salto, delle equazioni alle derivate parziali degeneri e delle applicazioni alla finanza matematica. Ha scritto 4 libri e più di 70 articoli sui seguenti argomenti: equazioni lineari e non lineari di Kolmogorov-Fokker-Plank; stime asintotiche e globali della densità di transizione di diffusioni multidimensionali e di processi di salto; problemi a frontiera libera, di arresto ottimo e applicazioni ai derivati finanziari di tipo americano; opzioni asiatiche e modelli di volatilità. È stato invitato come relatore in più di 40 conferenze internazionali. È editor del Journal of Computational Finance e direttore del programma post-laurea in Finanza Matematica dell'Università di Bologna.


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Product Details
  • ISBN-13: 9788847039995
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 234 mm
  • No of Pages: 356
  • Spine Width: 20 mm
  • Weight: 571 gr
  • ISBN-10: 8847039991
  • Publisher Date: 22 Aug 2020
  • Binding: Paperback
  • Language: Italian
  • Returnable: Y
  • Sub Title: Variabili Aleatorie E Distribuzioni
  • Width: 156 mm


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