語系
Mikosch, Thomas.
概要
作品: | 2 作品在 1 項出版品 1 種語言 |
---|
書目資訊
Elementary stochastic calculus with finance in view
by:
NetLibrary, Inc.; Mikosch, Thomas.
(書目-語言資料,印刷品)
Non-life insurance mathematics = an introduction with stochastic processes /
by:
SpringerLink (Online service); Mikosch, Thomas.
(書目-語言資料,印刷品)
Modelling extremal events for insurance and finance /
by:
Kluppelberg, Claudia, (1953-.); Mikosch, Thomas.; Embrechts, Paul, (1953-.)
(書目-語言資料,印刷品)
Empirical process techniques for dependent data /
by:
Dehling, Herold.; Mikosch, Thomas.; Sorensen, Michael.
(書目-語言資料,印刷品)
Stochastic models with power-law tails = the equation X = AX + B /
by:
Mikosch, Thomas.; SpringerLink (Online service); Damek, Ewa.; Buraczewski, Dariusz.
(書目-電子資源)
Non-life insurance mathematics = an introduction with the Poisson process /
by:
SpringerLink (Online service); Mikosch, Thomas.
(書目-語言資料,印刷品)
主題
Poisson processes.
Stochastic analysis.
Markov processes.
Probability Theory and Stochastic Processes.
Estimation theory.
Economic Theory/Quantitative Economics/Mathematical Methods.
Mathematics.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Business mathematics.
Insurance- Mathematics.
Nonparametric statistics.
Stochastic processes.
Limit theorems (Probability theory).
Analyse stochastique.