Numerical Solution of Stochastic Differential Equations with Jumps in Finance, Softcover reprint of the original 1st ed. 2010 Stochastic Modelling and Applied Probability Series, Vol. 64
Auteurs : Platen Eckhard, Bruti-Liberati Nicola
The presented book is accessible to a wide readership and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
To help the reader to develop a good understanding of the underlying mathematics, exercises with solutions are included.
Includes supplementary material: sn.pub/extras
Date de parution : 08-2016
Ouvrage de 856 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 137,14 €
Ajouter au panierDate de parution : 08-2010
Ouvrage de 856 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 137,14 €
Ajouter au panier