Читайте только на Литрес

Raamatut ei saa failina alla laadida, kuid seda saab lugeda meie rakenduses või veebis.

Основной контент книги Applied Diffusion Processes from Engineering to Finance
Tekst PDF

Maht 411 lehekülge

0+

Applied Diffusion Processes from Engineering to Finance

Читайте только на Литрес

Raamatut ei saa failina alla laadida, kuid seda saab lugeda meie rakenduses või veebis.

€204,96

Raamatust

The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Lévy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance.

Contents

1. Diffusion Phenomena and Models.2. Probabilistic Models of Diffusion Processes.3. Solving Partial Differential Equations of Second Order.4. Problems in Finance.5. Basic PDE in Finance.6. Exotic and American Options Pricing Theory.7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance.8. Numerical Methods.9. Advanced Topics in Engineering: Nonlinear Models.10. Lévy Processes.11. Advanced Topics in Insurance: Copula Models and VaR Techniques.12. Advanced Topics in Finance: Semi-Markov Models.13. Monte Carlo Semi-Markov Simulation Methods.

Žanrid ja sildid

Logi sisse, et hinnata raamatut ja jätta arvustus
Raamat Jacques Janssen, Raimondo Manca jt «Applied Diffusion Processes from Engineering to Finance» — loe veebis. Jäta kommentaare ja arvustusi, hääleta lemmikute poolt.
Vanusepiirang:
0+
Ilmumiskuupäev Litres'is:
20 juuni 2018
Objętość:
411 lk
ISBN:
9781118576687
Üldsuurus:
4.5 МБ
Lehekülgede koguarv:
411
Kustija:
Õiguste omanik:
John Wiley & Sons Limited
Mustand
Средний рейтинг 5 на основе 28 оценок
Mustand
Средний рейтинг 4,4 на основе 25 оценок
Mustand
Средний рейтинг 4,6 на основе 5 оценок
Audio
Средний рейтинг 4,2 на основе 1009 оценок
Mustand
Средний рейтинг 4,9 на основе 199 оценок
Tekst, helivorming on saadaval
Средний рейтинг 4,7 на основе 964 оценок
Audio
Средний рейтинг 4,6 на основе 120 оценок
Tekst, helivorming on saadaval
Средний рейтинг 4,5 на основе 48 оценок
Tekst, helivorming on saadaval
Средний рейтинг 4,7 на основе 522 оценок
18+
Tekst
Средний рейтинг 5 на основе 9 оценок
Tekst PDF
Средний рейтинг 0 на основе 0 оценок
Tekst PDF
Средний рейтинг 0 на основе 0 оценок
Tekst PDF
Средний рейтинг 0 на основе 0 оценок
Tekst PDF
Средний рейтинг 0 на основе 0 оценок
Tekst PDF
Средний рейтинг 0 на основе 0 оценок
Tekst PDF
Средний рейтинг 0 на основе 0 оценок