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Numerical Solution of Stochastic Differential Equations With Jumps in Finance

Numerical Solution of Stochastic Differential Equations With Jumps in Finance

(Hardcover),

by Bruti-Liberati, Nicola
(Author)

Platen, Eckhard
, (Author)

Item 9783642120572

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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Item 9783642120572
In financial and actuarial modeling and other areas of application, shastic 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 Solu...
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Item 9783642120572
This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
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Numerical Solution of Stochastic Differential Equations With Jumps in
Numerical Solution of Stochastic Differential Equations With Jumps in
Item 9783642120572
Numerical Solution of Stochastic Differential Equations With Jumps in Finance (Hardcover)
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Item 9783642120572
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 P.E. Kloeden & E. Platen: Numeric...
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Numerical Solution of Stochastic Differential Equations With Jumps in Finance
Numerical Solution of Stochastic Differential Equations With Jumps in Finance
Item 9783642120572
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Product Info
Numerical Solution of Stochastic Differential Equations With Jumps in Finance
General
ISBN

9783642120572

Fiction/Non-Fiction

Non-Fiction

Publisher

Springer Verlag

Pages

856

List Price

$89.95

Author

Bruti-Liberati, Nicola

Platen, Eckhard

Publication Date

10/15/2010

Release Status

In Print

Format

Hardcover

Language

English

Measurements

Height: 9.5 Inches (US)

Width: 6.25 Inches (US)

Thickness: 1.5 Inches (US)

Unit Weight: 2.98 Pounds (US)

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