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About this product
- Author(s)Alexander Dmitry Kolesnik,Nikita Ratanov
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication18/10/2013
- Series TitleSpringerBriefs in Statistics
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Note5 black & white illustrations, biography
- Weight225 g
- Width155 mm
- Height235 mm
- Spine8 mm
- Table Of ContentsPreface.- 1.Preliminaries.- 2.Telegraph Process on the Line.- 3.Functionals of Telegraph Process.- 4.Asymmetric Jump-Telegraph Processes.- 5.Financial Modelling and Option Pricing.- Index.
- Author BiographyProf. Alexander Dmitry Kolesnik holds PhD in mathematics and physics (1991) and Habilitation in probability and statistics (2010) conferred by the Institute of Mathematics of the National Academy of Sciences of Ukraine, Kiev, Ukraine. At present, he occupies the permanent position of the Leading Scientific Researcher (Professor) at the Institute of Mathematics and Computer Science of the Academy of Sciences of Moldova, Kishinev, Moldova. He has published more than 50 scientific works in various editions and is the external referee for many respected international journals in mathematics, probability, stochastic processes and physics. Prof. Kolesnik is a member of the Global Advisors Board of the International Federation of Nonlinear Analysts (IFNA) and a member of the Expert Board on Mathematics of the National Council for Accreditation and Attestation of Moldova. Prof. Nikita Ratanov has degrees in mathematics from Moscow State University (Lomonossov): (Diploma, 1976; PhD, 1984), Russian Academy of Scencies, (Doctor of Sciences in Physics and Mathematics, 1999). His current position: professor, researcher at Universidad del Rosario, Bogota', Colombia. Prof. Ratanov's recent research interests have concentrated on stochastic processes and their applications. He has published several textbooks (in Russian and Spanish) on mathematical finance.
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