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14 produkter
Numerical Solution of Stochastic Differential Equations
Av Peter E. Kloeden, Eckhard Platen
Inbunden, 1992
1419 kr
Lägg i varukorg
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment …
Functionals of Multidimensional Diffusions with Applications to Finance
Av Jan Baldeaux, Eckhard Platen
Inbunden, 2013
550 kr
Lägg i varukorg
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie …
Functionals of Multidimensional Diffusions with Applications to Finance
Av Eckhard Platen, Jan Baldeaux
E-bok, 2013
718 kr
Lägg i varukorg
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie …
Functionals of Multidimensional Diffusions with Applications to Finance
Av Jan Baldeaux, Eckhard Platen
Häftad, 2015
550 kr
Lägg i varukorg
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie …
Benchmark Approach to Quantitative Finance
Av Eckhard Platen, David Heath
Inbunden, 2006
566 kr
Lägg i varukorg
In recent years products based on ?nancial derivatives have become an ind- pensabletoolforriskmanagersandinvestors. Insuranceproductshavebecome part of almost every personal and business portfolio. The management of - tual and pension funds has gained in importance for most individuals. Banks, …
Benchmark Approach to Quantitative Finance
Av David Heath, Eckhard Platen
E-bok, 2006
734 kr
Lägg i varukorg
In recent years products based on ?nancial derivatives have become an ind- pensabletoolforriskmanagersandinvestors. Insuranceproductshavebecome part of almost every personal and business portfolio. The management of - tual and pension funds has gained in importance for most individuals. Banks, …
Numerical Solution of SDE Through Computer Experiments
Av Peter Eris Kloeden, Eckhard Platen m. fl.
Häftad, 1993
767 kr
Lägg i varukorg
The numerical solution of stochastic differential equations is becoming an in dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible …
Benchmark Approach to Quantitative Finance
Av Eckhard Platen, David Heath
Häftad, 2010
550 kr
Lägg i varukorg
In recent years products based on ?nancial derivatives have become an ind- pensabletoolforriskmanagersandinvestors. Insuranceproductshavebecome part of almost every personal and business portfolio. The management of - tual and pension funds has gained in importance for most individuals. Banks, …
Numerical Solution of Stochastic Differential Equations
Av Peter E. Kloeden, Eckhard Platen
Häftad, 2010
1419 kr
Lägg i varukorg
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment …
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Av Eckhard Platen, Nicola Bruti-Liberati
Inbunden, 2010
1419 kr
Lägg i varukorg
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, …
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Av Nicola Bruti-Liberati, Eckhard Platen
E-bok, 2010
1728 kr
Lägg i varukorg
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, …
Numerical Solution of SDE Through Computer Experiments
Av Henri Schurz, Eckhard Platen m. fl.
E-bok, 2012
897 kr
Lägg i varukorg
The numerical solution of stochastic differential equations is becoming an in dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible …
Numerical Solution of Stochastic Differential Equations
Av Eckhard Platen, Peter E. Kloeden
E-bok, 2013
1785 kr
Lägg i varukorg
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment …
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Av Eckhard Platen, Nicola Bruti-Liberati
Häftad, 2016
1419 kr
Lägg i varukorg
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, …
