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1The Econometric Modelling of Financial Time Series

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“The Econometric Modelling of Financial Time Series” Metadata:

  • Title: ➤  The Econometric Modelling of Financial Time Series
  • Author:
  • Language: English
  • Number of Pages: Median: 280
  • Publisher: Cambridge University Press
  • Publish Date:
  • Publish Location: Cambridge - New York, NY

“The Econometric Modelling of Financial Time Series” Subjects and Themes:

Edition Identifiers:

First Setence:

"Chapter 1 has emphasised the standard representation of a financial time series as that of a (univariate) linear stochastic process, specifically as being a member of the class of ARIMA models popularised by Box and Jenkins (1976)."
"The aim of this book is to provide the researcher in financial markets with the techniques necessary to undertake the empirical analysis of financial time series."

Access and General Info:

  • First Year Published: 1993
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

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2An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs)

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“An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs)” Metadata:

  • Title: ➤  An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs)
  • Author:
  • Language: English
  • Number of Pages: Median: 269
  • Publisher: American Mathematical Society
  • Publish Date:

“An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs)” Subjects and Themes:

Edition Identifiers:

First Setence:

"In order for a mathematician to take A. Einstein's 1905 article [12] seriously, he should feel obliged to begin by doing what N. Wiener did in his 1923 article [45]."
"In order for a mathematician to take A. Einstein's 1905 article [12] seriously he should feel obliged to begin by doing what N. Wiener did in his 1923 article [45]."

Access and General Info:

  • First Year Published: 1999
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

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3Theory of Stochastic Processes III

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“Theory of Stochastic Processes III” Metadata:

  • Title: ➤  Theory of Stochastic Processes III
  • Author:
  • Language: English
  • Number of Pages: Median: 387
  • Publisher: Springer
  • Publish Date:

“Theory of Stochastic Processes III” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1979
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

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4Introduction To The Theory Of Random Processes

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“Introduction To The Theory Of Random Processes” Metadata:

  • Title: ➤  Introduction To The Theory Of Random Processes
  • Author:
  • Number of Pages: Median: 230
  • Publisher: American Mathematical Society
  • Publish Date:

“Introduction To The Theory Of Random Processes” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 2002
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

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5Elements of applied stochastic processes

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“Elements of applied stochastic processes” Metadata:

  • Title: ➤  Elements of applied stochastic processes
  • Author:
  • Language: English
  • Number of Pages: Median: 461
  • Publisher: ➤  Wiley-Interscience - J. Wiley - Wiley
  • Publish Date:
  • Publish Location: New York - Hoboken, N.J

“Elements of applied stochastic processes” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1972
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Printdisabled

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    6Stochastic processes for insurance and finance

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    “Stochastic processes for insurance and finance” Metadata:

    • Title: ➤  Stochastic processes for insurance and finance
    • Author:
    • Language: English
    • Number of Pages: Median: 680
    • Publisher: ➤  J. Wiley - Wiley & Sons, Limited, John - Wiley & Sons, Incorporated, John
    • Publish Date:
    • Publish Location: Chicester - New York

    “Stochastic processes for insurance and finance” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 1999
    • Is Full Text Available: No
    • Is The Book Public: No
    • Access Status: Unclassified

    Online Access

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      7A Guide to First-Passage Processes

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      “A Guide to First-Passage Processes” Metadata:

      • Title: ➤  A Guide to First-Passage Processes
      • Author:
      • Language: English
      • Number of Pages: Median: 324
      • Publisher: Cambridge University Press
      • Publish Date:

      “A Guide to First-Passage Processes” Subjects and Themes:

      Edition Identifiers:

      First Setence:

      "This book is concerned with the first-passage properties of random walks and diffusion, and the basic consequences of first-passage phenomena."

      Access and General Info:

      • First Year Published: 2001
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

      Online Access

      Downloads Are Not Available:

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        8Financial econometrics

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        “Financial econometrics” Metadata:

        • Title: Financial econometrics
        • Author:
        • Language: English
        • Number of Pages: Median: 178
        • Publisher: Routledge
        • Publish Date:
        • Publish Location: ➤  New York, NY - New York - London

        “Financial econometrics” Subjects and Themes:

        Edition Identifiers:

        Access and General Info:

        • First Year Published: 2002
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: No_ebook

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        9Elementary probability theory

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        “Elementary probability theory” Metadata:

        • Title: Elementary probability theory
        • Authors:
        • Language: English
        • Number of Pages: Median: 393
        • Publisher: Springer
        • Publish Date:
        • Publish Location: New York

        “Elementary probability theory” Subjects and Themes:

        Edition Identifiers:

        First Setence:

        "These days schoolchildren are taught about sets."

        Access and General Info:

        • First Year Published: 2003
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: Unclassified

        Online Access

        Downloads Are Not Available:

        The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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          10Essentials of Stochastic Finance

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          “Essentials of Stochastic Finance” Metadata:

          • Title: ➤  Essentials of Stochastic Finance
          • Author:
          • Language: English
          • Number of Pages: Median: 834
          • Publisher: ➤  World Scientific Publishing Co Pte Ltd - World Scientific Publishing Company
          • Publish Date:

          “Essentials of Stochastic Finance” Subjects and Themes:

          Edition Identifiers:

          First Setence:

          "In modern view (see, e.g., [79], [334], and [345]) financial theory and engineering must analyze the properties of financial structures and find most sensible ways to operate financial resources using various financial instruments and strategies with due account paid to such factors as time, risks, and (usually, random) environment."

          Access and General Info:

          • First Year Published: 1999
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: Unclassified

          Online Access

          Downloads Are Not Available:

          The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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            11Martingales and stochastic integrals

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            Book's cover

            “Martingales and stochastic integrals” Metadata:

            • Title: ➤  Martingales and stochastic integrals
            • Author:
            • Language: English
            • Publisher: Springer-Verlag
            • Publish Date:
            • Publish Location: Berlin - New York

            “Martingales and stochastic integrals” Subjects and Themes:

            Edition Identifiers:

            Access and General Info:

            • First Year Published: 1972
            • Is Full Text Available: No
            • Is The Book Public: No
            • Access Status: Unclassified

            Online Access

            Downloads Are Not Available:

            The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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              12Probabilistic programming

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              “Probabilistic programming” Metadata:

              • Title: Probabilistic programming
              • Author:
              • Language: English
              • Number of Pages: Median: 127
              • Publisher: ➤  Academic Press - Elsevier Science & Technology Books
              • Publish Date:
              • Publish Location: New York

              “Probabilistic programming” Subjects and Themes:

              Edition Identifiers:

              Access and General Info:

              • First Year Published: 1972
              • Is Full Text Available: Yes
              • Is The Book Public: No
              • Access Status: Printdisabled

              Online Access

              Downloads Are Not Available:

              The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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                13Statistics and control of random processes

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                Book's cover

                “Statistics and control of random processes” Metadata:

                • Title: ➤  Statistics and control of random processes
                • Author:
                • Language: English
                • Number of Pages: Median: 242
                • Publisher: American Mathematical Society
                • Publish Date:
                • Publish Location: Providence, R.I

                “Statistics and control of random processes” Subjects and Themes:

                Edition Identifiers:

                Access and General Info:

                • First Year Published: 1994
                • Is Full Text Available: No
                • Is The Book Public: No
                • Access Status: No_ebook

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                14The spectral analysis of time series

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                “The spectral analysis of time series” Metadata:

                • Title: ➤  The spectral analysis of time series
                • Author:
                • Language: English
                • Number of Pages: Median: 366
                • Publisher: Academic Press
                • Publish Date:
                • Publish Location: San Diego - New York

                “The spectral analysis of time series” Subjects and Themes:

                Edition Identifiers:

                Access and General Info:

                • First Year Published: 1974
                • Is Full Text Available: Yes
                • Is The Book Public: No
                • Access Status: Printdisabled

                Online Access

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                  15Probability theory

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                  “Probability theory” Metadata:

                  • Title: Probability theory
                  • Author:
                  • Language: English
                  • Number of Pages: Median: 524
                  • Publisher: Cambridge University Press
                  • Publish Date:
                  • Publish Location: Cambridge [England] - New York

                  “Probability theory” Subjects and Themes:

                  Edition Identifiers:

                  Access and General Info:

                  • First Year Published: 1993
                  • Is Full Text Available: No
                  • Is The Book Public: No
                  • Access Status: No_ebook

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                  16Introduction to Stochastic Calculus with Applications

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                  “Introduction to Stochastic Calculus with Applications” Metadata:

                  • Title: ➤  Introduction to Stochastic Calculus with Applications
                  • Author:
                  • Language: English
                  • Number of Pages: Median: 432
                  • Publisher: Imperial College Press
                  • Publish Date:

                  “Introduction to Stochastic Calculus with Applications” Subjects and Themes:

                  Edition Identifiers:

                  First Setence:

                  "A function g is called continuous at the point t = t0 if the increment of g over small intervals is small, g = g(t) - g(t0) 0 as t = t - t0 0"

                  Access and General Info:

                  • First Year Published: 2005
                  • Is Full Text Available: No
                  • Is The Book Public: No
                  • Access Status: Unclassified

                  Online Access

                  Downloads Are Not Available:

                  The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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                    17Non-Gaussian Merton-Black-Scholes theory

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                    “Non-Gaussian Merton-Black-Scholes theory” Metadata:

                    • Title: ➤  Non-Gaussian Merton-Black-Scholes theory
                    • Author:
                    • Language: English
                    • Number of Pages: Median: 398
                    • Publisher: ➤  World Scientific Publishing Co Pte Ltd - World Scientific
                    • Publish Date:
                    • Publish Location: Singapore - River Edge, NJ

                    “Non-Gaussian Merton-Black-Scholes theory” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 2002
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

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                    18Constructing nonhomeomorphic stochastic flows

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                    “Constructing nonhomeomorphic stochastic flows” Metadata:

                    • Title: ➤  Constructing nonhomeomorphic stochastic flows
                    • Author:
                    • Language: English
                    • Number of Pages: Median: 97
                    • Publisher: American Mathematical Society
                    • Publish Date:
                    • Publish Location: Providence, R.I

                    “Constructing nonhomeomorphic stochastic flows” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1987
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

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                    19Stochastic processes in mathematical physics and engineering

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                    “Stochastic processes in mathematical physics and engineering” Metadata:

                    • Title: ➤  Stochastic processes in mathematical physics and engineering
                    • Author:
                    • Language: English
                    • Number of Pages: Median: 318
                    • Publisher: American Mathematical Society
                    • Publish Date:
                    • Publish Location: Providence, R.I

                    “Stochastic processes in mathematical physics and engineering” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1964
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: No_ebook

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                    20École d'été de probabilités: processus stochastiques

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                    “École d'été de probabilités: processus stochastiques” Metadata:

                    • Title: ➤  École d'été de probabilités: processus stochastiques
                    • Author:
                    • Language: fre
                    • Number of Pages: Median: 198
                    • Publisher: Springer-Verlag
                    • Publish Date:
                    • Publish Location: New York - Berlin

                    “École d'été de probabilités: processus stochastiques” Subjects and Themes:

                    Edition Identifiers:

                    Access and General Info:

                    • First Year Published: 1973
                    • Is Full Text Available: No
                    • Is The Book Public: No
                    • Access Status: Unclassified

                    Online Access

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                      21Ecole d'été de probabilités de Saint-Flour VIII-1978

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                      “Ecole d'été de probabilités de Saint-Flour VIII-1978” Metadata:

                      • Title: ➤  Ecole d'été de probabilités de Saint-Flour VIII-1978
                      • Author: ➤  
                      • Language: fre
                      • Number of Pages: Median: 334
                      • Publisher: Springer-Verlag - New York
                      • Publish Date:
                      • Publish Location: Berlin

                      “Ecole d'été de probabilités de Saint-Flour VIII-1978” Subjects and Themes:

                      Edition Identifiers:

                      Access and General Info:

                      • First Year Published: 1980
                      • Is Full Text Available: No
                      • Is The Book Public: No
                      • Access Status: Unclassified

                      Online Access

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                        22Random Surfaces

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                        “Random Surfaces” Metadata:

                        • Title: Random Surfaces
                        • Author:
                        • Language: English
                        • Number of Pages: Median: 175
                        • Publisher: Amer Mathematical Society
                        • Publish Date:

                        “Random Surfaces” Subjects and Themes:

                        Edition Identifiers:

                        Access and General Info:

                        • First Year Published: 2006
                        • Is Full Text Available: No
                        • Is The Book Public: No
                        • Access Status: No_ebook

                        Online Access

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                          23Probability and analysis

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                          “Probability and analysis” Metadata:

                          • Title: Probability and analysis
                          • Author:
                          • Number of Pages: Median: 283
                          • Publisher: ➤  Springer-Verlag Berlin and Heidelberg GmbH & Co. K
                          • Publish Date:

                          “Probability and analysis” Subjects and Themes:

                          Edition Identifiers:

                          Access and General Info:

                          • First Year Published: 1986
                          • Is Full Text Available: No
                          • Is The Book Public: No
                          • Access Status: No_ebook

                          Online Access

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                            24Spatial tessellations

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                            “Spatial tessellations” Metadata:

                            • Title: Spatial tessellations
                            • Authors:
                            • Language: English
                            • Number of Pages: Median: 696
                            • Publisher: Wiley
                            • Publish Date:

                            “Spatial tessellations” Subjects and Themes:

                            Edition Identifiers:

                            First Setence:

                            "On initial consideration the following problems, which concern a variety of phenomena at disparate scales, would appear to have little in common:"

                            Access and General Info:

                            • First Year Published: 2000
                            • Is Full Text Available: No
                            • Is The Book Public: No
                            • Access Status: No_ebook

                            Online Access

                            Downloads Are Not Available:

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                              25Séminaire de probabilités XXXVI

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                              Book's cover

                              “Séminaire de probabilités XXXVI” Metadata:

                              • Title: ➤  Séminaire de probabilités XXXVI
                              • Author:
                              • Languages: English - fre
                              • Number of Pages: Median: 499
                              • Publisher: Springer
                              • Publish Date:

                              “Séminaire de probabilités XXXVI” Subjects and Themes:

                              Edition Identifiers:

                              First Setence:

                              "During the last decade some important progress was achieved in the domain of infinite dimensional analysis involving applications of coercive inequalities."

                              Access and General Info:

                              • First Year Published: 2003
                              • Is Full Text Available: No
                              • Is The Book Public: No
                              • Access Status: No_ebook

                              Online Access

                              Downloads Are Not Available:

                              The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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                                26Probabilistic problems of discrete mathematics

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                                “Probabilistic problems of discrete mathematics” Metadata:

                                • Title: ➤  Probabilistic problems of discrete mathematics
                                • Author:
                                • Languages: English - rus
                                • Number of Pages: Median: 217
                                • Publisher: American Mathematical Society
                                • Publish Date:
                                • Publish Location: Providence, R.I

                                “Probabilistic problems of discrete mathematics” Subjects and Themes:

                                Edition Identifiers:

                                Access and General Info:

                                • First Year Published: 1989
                                • Is Full Text Available: No
                                • Is The Book Public: No
                                • Access Status: No_ebook

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                                27Stochastic calculus

                                a practical introduction

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                                “Stochastic calculus” Metadata:

                                • Title: Stochastic calculus
                                • Author:
                                • Language: English
                                • Number of Pages: Median: 341
                                • Publisher: CRC Press
                                • Publish Date:
                                • Publish Location: Boca Raton

                                “Stochastic calculus” Subjects and Themes:

                                Edition Identifiers:

                                Access and General Info:

                                • First Year Published: 1996
                                • Is Full Text Available: No
                                • Is The Book Public: No
                                • Access Status: No_ebook

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