Articles liés à Stochatic Delay Difference and Differential Equations.:...
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurLAP Lambert Academic Publishing
- Date d'édition2010
- ISBN 10 3838334752
- ISBN 13 9783838334752
- ReliureBroché
- Langueanglais
- Nombre de pages180
- Coordonnées du fabricantnon disponible
Acheter neuf
Afficher cet article
EUR 55,21
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délaisRésultats de recherche pour Stochatic Delay Difference and Differential Equations.:...
Image fournie par le vendeur
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
Évaluation du vendeur 5 sur 5 étoiles
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
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
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
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
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
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
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
Quantité disponible : 2 disponible(s)
Image d'archives
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
Évaluation du vendeur 4 sur 5 étoiles
Paperback. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA77338383347526
Quantité disponible : 1 disponible(s)