Kód: 01468987
Functionals of Multidimensional Diffusions with Applications to Finance
Autor Jan Baldeaux, Eckhard Platen
This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of funct ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 425
Nakladateľ: Springer International Publishing AG, 2013
- Viac informácií o knihe
51.73 €
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Viac informácií o knihe Functionals of Multidimensional Diffusions with Applications to Finance
Nákupom získate 125 bodov
Anotácia knihy
This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics
51.73 €
- Celý názov: Functionals of Multidimensional Diffusions with Applications to Finance
- Autor: Jan Baldeaux, Eckhard Platen
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 425
- EAN: 9783319007465
- ISBN: 3319007467
- ID: 01468987
- Nakladateľ: Springer International Publishing AG
- Hmotnosť: 804 g
- Rozmery: 240 × 161 × 29 mm
- Dátum vydania: 08. August 2013
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