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Topic: Martingale theory


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In the News (Thu 31 Dec 09)

  
  Option Pricing Theory and Risk Neutral Valuation
The mathematics of risk neutral valuation was formalized in continuous time by other authors to become the method of equivalent martingale measures.
To learn about the historical origins of option pricing theory, Bernstein (1993) offers a nice overview of 20th century finance.
Chriss (1997) is an excellent introduction to option pricing theory and financial engineering.
www.riskglossary.com /articles/option_pricing_theory.htm   (1711 words)

  
 Statistics and Actuarial Science Research Guide
The subject matter of the journal includes the theory, models and computational methods of life insurance (including pension systems, social insurance, and health insurance), of non-life insurance, and of reinsurance and other risk-sharing arrangements.
Introduces general theories of stochastic processes and modern martingale theory.
A ten-volume set treating such topics as life tables and survival models, life insurance mathematics, life insurance, pensions, investment risk theory, non-life insurance, multiple decrement and multiple state models, health and sickness insurance, and experience studies and estimation of rates graduation of decremented rates.
www.library.ucf.edu /Reference/Guides/StatisticsActuarialScience.asp   (2826 words)

  
 Glossary of research economics
"The cliometric contribution was the application of a systematic body of theory -- neoclassical theory -- to history and the application of sophisticated, quantitative techniques to the specification and testing of historical models." -- North (1990/1993) p 131.
The concept comes up most often in economics in the context of a theory in which a function must be maximized.
The first is more relevant to decision theory and dynamic optimization; the second is relevant to game theory.
www.econterms.com /econtent.html   (14590 words)

  
 Preprints
In this paper the theory of evolution semigroups is developed and used to provide a framework to study the stability of general linear control systems.
In addition, it is shown that the theory of evolution semigroups allows for a straightforward operator-theoretic analysis of internal stability as determined by classical frequency-domain and input-output operators, even for nonautonomous Banach-space systems.
(with Nakhlé Asmar) Hardy martingales and Jensen's Inequality.
www.math.missouri.edu /~stephen/preprints   (4755 words)

  
 Newsletter Volume 30, No. 1 (88) 2006
More recently, he has been the leader in the use of counting processes and martingale theory to study repair models and develop nonparametric inferential procedures for these models.
Today, he is unquestionably the most prominent world authority in theory and applications of income distributions.
Apart from his main field of Sampling Theory, Professor Tikkiwal did extensive work by way of application of the theory to education and to some extent agriculture.
isi.cbs.nl /Nlet/NLet061.htm   (10732 words)

  
 Statistics & Probability - Course Info   (Site not responding. Last check: 2007-11-03)
Bartlett, M.S. and Hiorns, R.W. The Mathematical Theory of the Dynamics of Biological Populations
An Introduction to Probability Theory and its Applications, 2 Vols.
Kendall, Maurice and Stuart A. The Advanced Theory of Statistics Vol.
www.stt.msu.edu /katz_author.asp   (2980 words)

  
 Free winning roulette system - roulette FREE ROULETTE - Play Free Roulette Now Online! Click Here!   (Site not responding. Last check: 2007-11-03)
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 Lotto, Lottery, Powerball, Gambling, Roulette, BlackJack, Horse Racing: Stats
2500 • Theory of Probability: Best introduction, formulae, algorithms, software.
Categorized in lotto, lottery, loto, loteria; fljack, fl jack; roulette; horse racing; baccarat; gambling; gambling in casinos; philosophy; mathematics, statistics, theory of probability; internet.
190 Markov Chains in Gambling, Game Theory, Lotto and Lottery.
www.saliu.com /page_views.html   (3791 words)

  
 Kleene Math Library New Books - March 2002
CLASS FIELD THEORY : ITS CENTENARY AND PROSPECT.
SÉMINAIRE DE PROBABILITÉS 1967-1980: A SELECTION IN MARTINGALE THEORY, Michel Émery and Marc Yor, eds.
APPLICATIONS OF ALGEBRAIC GEOMETRY TO CODING THEORY, PHYSICS, AND COMPUTATION.
math.library.wisc.edu /newbooks/2002-03.htm   (945 words)

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