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Functionals of Multidimensional Diffusions with Applications to Finance
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Bester Preis: € 53,49 (vom 04.11.2023)Functionals of Multidimensional Diffusions with Applications to Finance (2015)
ISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer International Publishing AG, neu, Nachdruck.
New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Functionals of Multidimensional Diffusions with Applications to Finance (2015)
ISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer Aug 2015, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand 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._ 452 pp. Englisch.
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer International Publishing AG, Taschenbuch, neu.
bol.com.
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 appli... 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. Productinformatie:Taal: Engels;Afmetingen: 23x235x155 mm;Gewicht: 688,00 gram;ISBN10: 3319033344;ISBN13: 9783319033341; Engels | Paperback.
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319033341 bzw. 3319033344, vermutlich in Englisch, Springer Nature, Taschenbuch, neu.
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. Soft cover.
Functionals of Multidimensional Diffusions with Applications to Finance (2015)
ISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer, Taschenbuch, neu.
9783319033341 Paperback, This listing is a new book, a title currently in-print which we order directly and immediately from the publisher.
Functionals of Multidimensional Diffusions with Applications to Finance (Bocconi & Springer) (2013)
ISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
ISBN: 9783319007465 bzw. 3319007467, in Deutsch, Springer International Publishing, gebundenes Buch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
ISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer International Publishing, gebundenes Buch, neu, Nachdruck.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
ISBN: 9783319007465 bzw. 3319007467, vermutlich in Deutsch, 2013. Ausgabe, Springer International Publishing, gebraucht, guter Zustand.
Von Händler/Antiquariat, Buchpark GmbH, [6065214].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319007465 bzw. 3319007467, in Deutsch, Springer, Berlin, gebundenes Buch, neu.
buecher.de GmbH & Co. KG, [1].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen