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  • Broschiertes Buch

The aim of this book is to introduce the reader and develop his knowledge on modeling various economic structures using different types of stochastic diffusion processes with or without external jump processes in which these jumps are randomly occurring jumps. This book will therefore deal with different methodologies that can be considered as new or current strategies in economics which are useful to study and forecast the future behavior of economic structures in dynamic economy. It presents new strategies in economics, in which the stochastic diffusion processes with jumps using Lognormal,…mehr

Produktbeschreibung
The aim of this book is to introduce the reader and develop his knowledge on modeling various economic structures using different types of stochastic diffusion processes with or without external jump processes in which these jumps are randomly occurring jumps. This book will therefore deal with different methodologies that can be considered as new or current strategies in economics which are useful to study and forecast the future behavior of economic structures in dynamic economy. It presents new strategies in economics, in which the stochastic diffusion processes with jumps using Lognormal, nonhomogeneous Poisson, geometric, logistic processes are used in economic models as well as the first-passage time moment approximation for GNP diffusion processes to a determined value are obtained. Furthermore, this book ends with presenting some interesting applications on using stochastic diffusion processes with jumps to model option price, money return, cash-flows and Quasi-Lorenz curve. Finally, this book will be a very useful reference or text for the undergraduate high level course and graduate level on economic strategies as well as researchers in all related areas.
Autorenporträt
 Bazylea M. Al-Eideh, doktorze: Studiowä statystyk¿, specjalizuj¿c si¿ w Prawdopodobie¿stwie Zastosowanym i Procesie Stochastycznym na Colorado State University, USA. Profesor nadzwyczajny, Uniwersytet w Kuwejcie (2000 r. - obecnie). Opublikowä ponad 80 prac badawczych.