Applied Diffusion Processes from Engineering to Finance

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Éditeur :

Wiley-ISTE


Paru le : 2013-04-08

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Description

The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Lévy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance.
Pages
416 pages
Collection
n.c
Parution
2013-04-08
Marque
Wiley-ISTE
EAN papier
9781848212497
EAN PDF
9781118576687

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
416
Taille du fichier
4649 Ko
Prix
198,29 €
EAN EPUB
9781118578346

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
416
Taille du fichier
16404 Ko
Prix
198,29 €

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