Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 54,35
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 53,16
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 58,55
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Aggiungi al carrelloCondizione: New. In.
Da: Chiron Media, Wallingford, Regno Unito
EUR 56,97
Quantità: 10 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 59,91
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Condizione: New. pp. 452.
Lingua: Inglese
Editore: Springer International Publishing AG, Cham, 2013
ISBN 10: 3319007467 ISBN 13: 9783319007465
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Hardcover. Condizione: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 124,69
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 115,20
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Like New. Like New. book.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 145,71
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Condizione: New. pp. 425.
Lingua: Inglese
Editore: Springer International Publishing AG, Cham, 2013
ISBN 10: 3319007467 ISBN 13: 9783319007465
Da: AussieBookSeller, Truganina, VIC, Australia
EUR 193,67
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: new. Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Da: Majestic Books, Hounslow, Regno Unito
EUR 83,98
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 452 37 Illus. (27 Col.).
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 84,09
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 452.
Lingua: Inglese
Editore: Springer International Publishing, 2015
ISBN 10: 3319033344 ISBN 13: 9783319033341
Da: moluna, Greven, Germania
EUR 48,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: 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 processes Provides the most r.
Lingua: Inglese
Editore: Springer International Publishing, 2013
ISBN 10: 3319007467 ISBN 13: 9783319007465
Da: moluna, Greven, Germania
EUR 48,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloGebunden. 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 processes Provides the most r.
Da: Majestic Books, Hounslow, Regno Unito
EUR 142,49
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 425.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 150,68
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 425.