Mohlo by sa vám tiež páčiť

Viac informácií o knihe Affine Diffusions and Related Processes: Simulation, Theory and Applications

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 125 bodov

Anotácia knihy

This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Affine Diffusions and Related Processes: Simulation, Theory and Applications
• Autor: Aurelien Alfonsi
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 252
• EAN: 9783319382548
• ISBN: 3319382543
• ID: 15194376
• Nakladateľ: Springer International Publishing AG
• Hmotnosť: 4102 g
• Rozmery: 235 × 155 × 13 mm
• Dátum vydania: 17. October 2016

Obľúbené z iného súdka

---

---

---