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100%: Jan Baldeaux/ Eckhard Platen: Functionals of Multidimensional Diffusions with Applications to Finance (ISBN: 9783319033341) Erstausgabe, in Englisch.Nur diese Ausgabe anzeigen…
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Functionals of Multidimensional Diffusions with Applications to Finance
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Bester Preis: Fr. 52.29 (€ 53.49)¹ (vom 04.11.2023)1
Functionals of Multidimensional Diffusions with Applications to Finance (2015)
DE NW RPISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer International Publishing AG, neu, Nachdruck.
Von Händler/Antiquariat, PBShop [61989342], Secaucus, NJ, U.S.A.
New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
2
Functionals of Multidimensional Diffusions with Applications to Finance (2015)
DE PB NW RPISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer Aug 2015, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions._ 452 pp. Englisch.
Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
This item is printed on demand - Print on Demand Neuware - This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions._ 452 pp. Englisch.
3
Functionals of Multidimensional Diffusions with Applications to Finance
DE PB NWISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer International Publishing AG, Taschenbuch, neu.
Lieferung aus: Niederlande, 5-7 werkdagen.
bol.com.
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with appli... This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. Productinformatie:Taal: Engels;Afmetingen: 23x235x155 mm;Gewicht: 688,00 gram;ISBN10: 3319033344;ISBN13: 9783319033341; Engels | Paperback.
bol.com.
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with appli... This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. Productinformatie:Taal: Engels;Afmetingen: 23x235x155 mm;Gewicht: 688,00 gram;ISBN10: 3319033344;ISBN13: 9783319033341; Engels | Paperback.
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Functionals of Multidimensional Diffusions with Applications to Finance
~EN PB NWISBN: 9783319033341 bzw. 3319033344, vermutlich in Englisch, Springer Nature, Taschenbuch, neu.
Lieferung aus: Deutschland, Lagernd, zzgl. Versandkosten.
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. Soft cover.
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. Soft cover.
5
Functionals of Multidimensional Diffusions with Applications to Finance (2015)
DE PB NWISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer, Taschenbuch, neu.
Von Händler/Antiquariat, Herb Tandree Philosophy Books [17426], Stroud, GLOS, United Kingdom.
9783319033341 Paperback, This listing is a new book, a title currently in-print which we order directly and immediately from the publisher.
9783319033341 Paperback, This listing is a new book, a title currently in-print which we order directly and immediately from the publisher.
6
Functionals of Multidimensional Diffusions with Applications to Finance (Bocconi & Springer) (2013)
DE PB NW RPISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
7
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Functionals of Multidimensional Diffusions with Applications to Finance (2013)
DE HC NWISBN: 9783319007465 bzw. 3319007467, in Deutsch, Springer International Publishing, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei, Shipping in 7 days.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
DE HC NW RPISBN: 9783319033341 bzw. 3319033344, in Deutsch, Springer International Publishing, gebundenes Buch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei, Shipping in 3 days.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
Functionals of Multidimensional Diffusions with Applications to Finance (2013)
~DE USISBN: 9783319007465 bzw. 3319007467, vermutlich in Deutsch, 2013. Ausgabe, Springer International Publishing, gebraucht, guter Zustand.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, Buchpark GmbH, [6065214].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Buchpark GmbH, [6065214].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
10
Functionals of Multidimensional Diffusions with Applications to Finance
DE HC NWISBN: 9783319007465 bzw. 3319007467, in Deutsch, Springer, Berlin, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
buecher.de GmbH & Co. KG, [1].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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