9783319007465 - functionals of multidimensional diffusions with applications to finance: 5 di baldeaux, jan; platen, eckhard (10 risultati)
Lingua: Inglese
Editore: Springer, 2013
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Condizione: New. pp. 452.
Lingua: Inglese
Editore: Springer, Palgrave Macmillan, 2013
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 provi…des an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance.Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book.The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions.
Lingua: Inglese
Editore: Springer, 2013
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Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
Lingua: Inglese
Editore: Springer International Publishing Aug 2013, 2013
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance.Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book.The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. 452 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2013
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. Print on Demand pp. 452 37 Illus. (27 Col.).
Lingua: Inglese
Editore: Springer, 2013
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 452.
Lingua: Inglese
Editore: Springer, 2013
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer International Publishing, 2013
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides the reader in a systematic way with the ability to derive explicit formulas for functionals of multidimensional diffusionsSpecial unique chapters on Lie symmetry group methods and matrix valued Wishart proce…sses Provides the most r.
Lingua: Inglese
Editore: Springer, Palgrave Macmillan Aug 2013, 2013
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 bo…ok also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions.¿Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2013
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Da: preigu, Osnabrück, Germaniapreigu
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Buch. Condizione: Neu. Functionals of Multidimensional Diffusions with Applications to Finance | Jan Baldeaux (u. a.) | Buch | Bocconi & Springer Series | xxiii | Englisch | 2013 | Springer | EAN 9783319007465 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]…springer[dot]com | Anbieter: preigu Print on Demand.
