Nadezda kristensson (8 risultati)

Condizione: New. pp. 64.

Taschenbuch. Condizione: Neu. The feedback effects in illiquid markets | Sircar-Papanicolaou model,Methods of Lie groups analysis | Nadezda Kristensson | Taschenbuch | 64 S. | Englisch | 2009 | LAP LAMBERT Academic Publishing | EAN 9783838322131 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.…

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets which was suggested by K. Ronnie Sircar and George Papanicolaou. The main equation is a nonlinear equation which is a perturbation of Black-Scholes model. By using Lie group analysis to determine the symmetry group of this equation. We present the Lie algebra of the Lie point transformations, the complete symmetry group and invariants. We use these invariants to reduce the PDE under investigation to ordinary differential equations (ODE). Solutions of these ODE's are subgroup-invariant solutions of the non-linear Black-Scholes equation. For some classes of those ODE's we find exact solutions and studied their properties. 64 pp. Englisch.…

Condizione: New. Print on Demand pp. 64 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets which was suggested by K. Ronnie Sircar and George Papanicolaou. The main equation is a nonlinear equation which is a perturbation of Black-Scholes model. By using Lie group analysis to determine the symmetry group of this equation. We present the Lie algebra of the Lie point transformations, the complete symmetry group and invariants. We use these invariants to reduce the PDE under investigation to ordinary differential equations (ODE). Solutions of these ODE's are subgroup-invariant solutions of the non-linear Black-Scholes equation. For some classes of those ODE's we find exact solutions and studied their properties.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets which was suggested by K. Ronnie Sircar and George Papanicolaou. The main equation is a nonlinear equation which is a perturbation of Black-Scholes.…

Condizione: New. PRINT ON DEMAND pp. 64.

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets which was suggested by K. Ronnie Sircar and George Papanicolaou. The main equation is a nonlinear equation which is a perturbation of Black-Scholes model. By using Lie group analysis to determine the symmetry group of this equation. We present the Lie algebra of the Lie point transformations, the complete symmetry group and invariants. We use these invariants to reduce the PDE under investigation to ordinary differential equations (ODE). Solutions of these ODE''s are subgroup-invariant solutions of the non-linear Black-Scholes equation. For some classes of those ODE''s we find exact solutions and studied their properties.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 64 pp. Englisch.…