Stochatic Delay Difference and Differential Equations.: Stochatic Delay Difference and Differential Equations: Applications to Financial Markets - Couverture souple
Synopsis
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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Stochatic Delay Difference and Differential Equations.
Edité par
LAP LAMBERT Academic Publishing Dez 2009, 2009
ISBN 10 : 3838334752
ISBN 13 : 9783838334752
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783838334752
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Stochatic Delay Difference and Differential Equations.
Edité par
LAP Lambert Academic Publishing, 2009
ISBN 10 : 3838334752
ISBN 13 : 9783838334752
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : 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. N° de réf. du vendeur 5414053
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Stochatic Delay Difference and Differential Equations. | Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Edité par
LAP LAMBERT Academic Publishing, 2009
ISBN 10 : 3838334752
ISBN 13 : 9783838334752
Neuf
Taschenbuch
Vendeur : preigu, Osnabrück, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Stochatic Delay Difference and Differential Equations. | Stochatic Delay Difference and Differential Equations: Applications to Financial Markets | Catherine Swords (u. a.) | Taschenbuch | 180 S. | Englisch | 2009 | LAP LAMBERT Academic Publishing | EAN 9783838334752 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. N° de réf. du vendeur 101369957
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Stochatic Delay Difference and Differential Equations.
Edité par
LAP LAMBERT Academic Publishing Dez 2009, 2009
ISBN 10 : 3838334752
ISBN 13 : 9783838334752
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783838334752
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EUR 68
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EUR 60
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Quantité disponible : 2 disponible(s)
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Stochatic Delay Difference and Differential Equations. : Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Edité par
LAP LAMBERT Academic Publishing, 2010
ISBN 10 : 3838334752
ISBN 13 : 9783838334752
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783838334752
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EUR 68
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EUR 61,43
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Quantité disponible : 1 disponible(s)
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Stochatic Delay Difference and Differential Equations.: Stochatic Delay Difference and Differential Equations: Applications to Financial Markets
Edité par
LAP Lambert Academic Publishing, 2010
ISBN 10 : 3838334752
ISBN 13 : 9783838334752
Ancien ou d'occasion
Paperback
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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Paperback. Etat : Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book. N° de réf. du vendeur ERICA77338383347526
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