numerical solution stochastic differential (74 risultati)

Softcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-03357 9781470431815 Sprache: Englisch Gewicht in Gramm: 150.

Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.

gebundene Ausgabe. Condizione: Gut. Applications of Mathematics, Band 23. Zust: Gutes Exemplar. Mängelexemplar-Stempel auf dem Kopfschnitt. XXXV, 632 Seiten, Englisch 1120g.

Paperback. Condizione: Very Good. Text is unmarked; pages are bright. Binding is sturdy; the spine is creased Cover show a little wear around the corners and at the head and base of the spine. 636pp.

Condizione: good. Used book in good condition. May have some wear to binding, spine, cover, and pages. Some light highlighting markings writing may be present. May have some stickers and or sticker residue present. May be Ex-lib. copy. May NOT include discs, or access code or other supplemental material. We ship Monday-Saturday and respond to inquiries within 24 hours.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitativemethods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.

Condizione: New. In.

Condizione: New. In.

Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

paperback. Condizione: New. Language:Chinese.Paperback. Pub Date: 2017-04-01 Publisher: world book publishing company with jump in the financial mathematics stochastic differential equation numerical solution. mainly including Wiener and Possion process or Possion dancing form of stochastic differential equation of discrete time dispersion value of design and analysis.In the finance and actuarial model. and other applications. such a jump diffusion.