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Stochatic Delay Difference and Differential Equations.: Stochatic Delay Difference and Differential Equations: Applications to Financial Markets - Brossura
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The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer.
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- EditoreLAP Lambert Academic Publishing
- Data di pubblicazione2010
- ISBN 10 3838334752
- ISBN 13 9783838334752
- RilegaturaCopertina flessibile
- LinguaInglese
- Numero di pagine180
- Contatto del produttorenon disponibile
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Stochatic Delay Difference and Differential Equations.
Editore:
LAP Lambert Academic Publishing, 2009
ISBN 10: 3838334752
ISBN 13: 9783838334752
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Brossura
Da: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the t. Codice articolo 5414053
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Stochatic Delay Difference and Differential Equations.
Editore:
LAP LAMBERT Academic Publishing Dez 2009, 2009
ISBN 10: 3838334752
ISBN 13: 9783838334752
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer. 180 pp. Englisch. Codice articolo 9783838334752
Quantità: 2 disponibili
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Stochatic Delay Difference and Differential Equations. : Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Editore:
LAP LAMBERT Academic Publishing, 2010
ISBN 10: 3838334752
ISBN 13: 9783838334752
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer. Codice articolo 9783838334752
Quantità: 1 disponibili
Immagini fornite dal venditore
Stochatic Delay Difference and Differential Equations.
Editore:
LAP LAMBERT Academic Publishing Dez 2009, 2009
ISBN 10: 3838334752
ISBN 13: 9783838334752
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Neuware -The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders'' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer.Books on Demand GmbH, Überseering 33, 22297 Hamburg 180 pp. Englisch. Codice articolo 9783838334752
Quantità: 2 disponibili
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Stochatic Delay Difference and Differential Equations.: Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Editore:
LAP Lambert Academic Publishing, 2010
ISBN 10: 3838334752
ISBN 13: 9783838334752
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Paperback
Da: Mispah books, Redhill, SURRE, Regno Unito
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Paperback. Condizione: Like New. Like New. book. Codice articolo ERICA77338383347526
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