<--- Back to Details
First PageDocument Content
Mathematics / Mathematical analysis / Statistical theory / Law of large numbers / Stochastic processes / Stochastic portfolio theory / Equations / Probability distributions / Mathematical finance / Central limit theorem
Date: 2009-01-27 08:16:36
Mathematics
Mathematical analysis
Statistical theory
Law of large numbers
Stochastic processes
Stochastic portfolio theory
Equations
Probability distributions
Mathematical finance
Central limit theorem

Stable Models for the Distribution of Equity Capital Robert Fernholz INTECH One Palmer Square Princeton, NJ 08542

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Download Document from Source Website

File Size: 496,09 KB

Share Document on Facebook

Similar Documents

Process algebra and Markov processes The nature of synchronisation Equivalence relations Case study: active badges Summary  From Markov to Milner and back: Stochastic process algebras Jane Hillston School of Informatics

Process algebra and Markov processes The nature of synchronisation Equivalence relations Case study: active badges Summary From Markov to Milner and back: Stochastic process algebras Jane Hillston School of Informatics

DocID: 1xVg5 - View Document

Gaussian Stochastic ProcessesGaussian Stochastic Processes • Linear systems driven by IID noise • Evolution of mean and covariance • Example: mass-spring system

Gaussian Stochastic ProcessesGaussian Stochastic Processes • Linear systems driven by IID noise • Evolution of mean and covariance • Example: mass-spring system

DocID: 1uqvO - View Document

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS MSRI Summer Graduate School July 7–18, A. A. Borovkov, Ergodicity and stability of stochastic processes, Wiley, Chichester, 1998, ISBNMRZbl 0

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS MSRI Summer Graduate School July 7–18, A. A. Borovkov, Ergodicity and stability of stochastic processes, Wiley, Chichester, 1998, ISBNMRZbl 0

DocID: 1sRlG - View Document

Embedding machine learning in formal stochastic models of biological processes Jane Hillston School of Informatics, University of Edinburgh  29th October 2014

Embedding machine learning in formal stochastic models of biological processes Jane Hillston School of Informatics, University of Edinburgh 29th October 2014

DocID: 1sHGv - View Document

Stochastic Processes and their Applications–53  Self-collisions of superprocesses: renormalization and limit theorems Jay Rosen 1 Department of Mathematics, College of Staten Island, CUNY Staten Island, NY

Stochastic Processes and their Applications–53 Self-collisions of superprocesses: renormalization and limit theorems Jay Rosen 1 Department of Mathematics, College of Staten Island, CUNY Staten Island, NY

DocID: 1sGka - View Document