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Ajouter au panierEtat : New. pp. 452.
Langue: anglais
Edité par Springer, Palgrave Macmillan, 2013
ISBN 10 : 3319007467 ISBN 13 : 9783319007465
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Ajouter au panierBuch. Etat : 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 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.
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Ajouter au panierTaschenbuch. Etat : Neu. Functionals of Multidimensional Diffusions with Applications to Finance | Jan Baldeaux (u. a.) | Taschenbuch | Bocconi & Springer Series | xxiii | Englisch | 2015 | Springer | EAN 9783319033341 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Ajouter au panierEtat : New. pp. 425.
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Ajouter au panierEtat : New. Print on Demand pp. 452 37 Illus. (27 Col.).
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Ajouter au panierEtat : New. PRINT ON DEMAND pp. 452.
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Ajouter au panierEtat : new. Questo è un articolo print on demand.
Langue: anglais
Edité par Springer International Publishing, 2015
ISBN 10 : 3319033344 ISBN 13 : 9783319033341
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Ajouter au panierEtat : 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.
Langue: anglais
Edité par Springer International Publishing, 2013
ISBN 10 : 3319007467 ISBN 13 : 9783319007465
Vendeur : moluna, Greven, Allemagne
EUR 48,37
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Ajouter au panierGebunden. Etat : 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.
Langue: anglais
Edité par Springer, Palgrave Macmillan Aug 2015, 2015
ISBN 10 : 3319033344 ISBN 13 : 9783319033341
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 53,49
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Ajouter au panierTaschenbuch. Etat : 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 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.¿Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch.
Langue: anglais
Edité par Springer, Palgrave Macmillan Aug 2013, 2013
ISBN 10 : 3319007467 ISBN 13 : 9783319007465
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 53,49
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Ajouter au panierBuch. Etat : 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 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.¿Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch.
Vendeur : preigu, Osnabrück, Allemagne
EUR 50,25
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Ajouter au panierBuch. Etat : 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.
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Ajouter au panierEtat : New. Print on Demand pp. 425.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Ajouter au panierEtat : New. PRINT ON DEMAND pp. 425.