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John J.H. Miller – författare

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4 produkter

  1. John J.H. Miller - Topics in Numerical Analysis II, E-bok. Tillgänglighet: Lägg i varukorg

    Topics in Numerical Analysis II

    Av John J.H. Miller

    E-bok, 2012

    717 kr

    Lägg i varukorg

    Topics in Numerical Analysis II contains in complete form, the papers given by the invited speakers to the Conference on Numerical Analysis held under the auspices of the National Committee for Mathematics of the Royal Irish Academy at University College, Dublin from 29th July to 2nd August, 1974. …

  2. Mark Cummins, Finbarr Murphy, John J.H. Miller - Topics in Numerical Methods for Finance, Inbunden. Tillgänglighet: Lägg i varukorg

    Topics in Numerical Methods for Finance

    Av Mark Cummins, Finbarr Murphy m. fl.

    Inbunden, 2012

    1095 kr

    Lägg i varukorg

    Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then …

  3. John J.H. Miller, Finbarr Murphy, Mark Cummins - Topics in Numerical Methods for Finance, E-bok. Tillgänglighet: Lägg i varukorg

    Topics in Numerical Methods for Finance

    Av John J.H. Miller, Finbarr Murphy m. fl.

    E-bok, 2012

    1459 kr

    Lägg i varukorg

    Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then …

  4. Mark Cummins, Finbarr Murphy, John J.H. Miller - Topics in Numerical Methods for Finance, Häftad. Tillgänglighet: Lägg i varukorg

    Topics in Numerical Methods for Finance

    Av Mark Cummins, Finbarr Murphy m. fl.

    Häftad, 2014

    1095 kr

    Lägg i varukorg

    Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then …