De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage
Hjælp
Login
  1. Forside
  2. Bøger
  3. Business og læring
  4. Økonomi og finans
  5. Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

af Eckhard Platen, Nicola Bruti-Liberati

indgår i Stochastic Modelling and Applied Probability serien

Numerical Solution of Stochastic Differential Equations with Jumps in Finance af Eckhard Platen
Bag om Numerical Solution of Stochastic Differential Equations with Jumps in Finance

It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642120572
  • Indbinding:
  • Hardback
  • Sideantal:
  • 856
  • Udgivet:
  • 17. august 2010
  • Størrelse:
  • 155x235x38 mm.
  • Vægt:
  • 1491 g.
  • 8-11 hverdage.
  • 22. november 2024
På lager

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Bag om Eckhard Platen

Vis alle bøger af Eckhard Platen

Beskrivelse af Numerical Solution of Stochastic Differential Equations with Jumps in Finance

It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Brugerbedømmelser af Numerical Solution of Stochastic Differential Equations with Jumps in Finance



Andre købte også..
Find lignende bøger
Bogen Numerical Solution of Stochastic Differential Equations with Jumps in Finance findes i følgende kategorier: