Norges billigste bøker

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

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 mer
  • Språk:
  • Engelsk
  • ISBN:
  • 9783642120572
  • Bindende:
  • Hardback
  • Sider:
  • 856
  • Utgitt:
  • 17 august 2010
  • Dimensjoner:
  • 155x235x38 mm.
  • Vekt:
  • 1491 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 25 oktober 2024

Beskrivelse av 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.

Brukervurderinger av Numerical Solution of Stochastic Differential Equations with Jumps in Finance



Finn lignende bøker
Boken Numerical Solution of Stochastic Differential Equations with Jumps in Finance finnes i følgende kategorier:

Gjør som tusenvis av andre bokelskere

Abonner på vårt nyhetsbrev og få rabatter og inspirasjon til din neste leseopplevelse.