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Viacheslav Karmalita

Stochastic Dynamics of Economic Cycles

This book exposes the theory under the phenomenon of economic cycles and provides mathematical tools for their quantitative description. The approach allows to provide the stochastic description of the in…

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EUR 133,02* Aktueller Preis: EUR 133,02

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Ioannis A. Kougioumtzoglou, Pol D. Spanos, Apostolos F. Psaros

Path Integrals in Stochastic Engineering Dynamics

This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics. It fills a …

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EUR 219,03* Aktueller Preis: EUR 219,03

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Stochastic Transport in Upper Ocean Dynamics III

This open-access proceedings volume brings selected, peer-reviewed contributions presented at the Fourth Stochastic Transport in Upper Ocean Dynamics (STUOD) 2023 Workshop, held at IFREMER in Plouzané, Fr…

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EUR 54,75* Aktueller Preis: EUR 54,75

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Paul Krühner, Fred Espen Benth

Stochastic Models for Prices Dynamics in Energy and Commodity Markets

This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in…

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EUR 142,37* Aktueller Preis: EUR 142,37

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Hamilton Galindo Gil, Marco Antonio Ortiz Sosa, Alexis Montecinos Bravo

Dynamic Stochastic General Equilibrium Models

Springer Texts in Business and Economics

This textbook guides the student step-by-step in developing and solving a DSGE (Dynamic Stochastic General Equilibrium) model not only from the technical and conceptual aspects but also through the simula…

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EUR 106,66* Aktueller Preis: EUR 106,66

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Giuseppe Travaglini, Alessandro Bellocchi, Giorgio Calcagnini

Notes on Consumption Theory

This textbook offers a compact, yet formal, synthesis of the broad field of consumption theory. Written in a coherent and accessible way, this book introduces graduate and postgraduate students to dynamic…

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EUR 90,66* Aktueller Preis: EUR 90,66

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Ari-Pekka Perkkiö, Teemu Pennanen

Convex Stochastic Optimization

This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal cont…

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EUR 164,28* Aktueller Preis: EUR 164,28

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