Affine Diffusions and Related Processes: Simulation, Theory and Applications
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Bester Preis: Fr. 5.01 (€ 5.12)¹ (vom 23.10.2019)1
Affine Diffusions and Related Processes: Simulation, Theory and Applications
~EN PB NWISBN: 9783319382548 bzw. 3319382543, vermutlich in Englisch, Springer Shop, Taschenbuch, neu.
Lieferung aus: Österreich, Lagernd, zzgl. Versandkosten.
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. Soft cover.
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. Soft cover.
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Affine Diffusions And Related Processes: Simulation, Theory And Applications
~EN NWISBN: 9783319382548 bzw. 3319382543, vermutlich in Englisch, neu.
Lieferung aus: Kanada, Lagernd, zzgl. Versandkosten.
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. .
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. .
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Affine Diffusions and Related Processes: Simulation, Theory and Applications (2016)
~EN PB NWISBN: 9783319382548 bzw. 3319382543, vermutlich in Englisch, Springer, Taschenbuch, neu.
Lieferung aus: Deutschland, Lieferbar in 2 - 3 Tage.
Affine Diffusions and Related Processes: Simulation, Theory and Applications 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. 17.10.2016, Taschenbuch.
Affine Diffusions and Related Processes: Simulation, Theory and Applications 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. 17.10.2016, Taschenbuch.
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Affine Diffusions and Related Processes: Simulation, Theory and Applications
DE HC NWISBN: 9783319382548 bzw. 3319382543, in Deutsch, Springer, Berlin; Springer International Publishing, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei innerhalb von Deutschland.
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 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. Lieferzeit 1-2 Werktage.
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 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. Lieferzeit 1-2 Werktage.
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Affine Diffusions and Related Processes: Simulation, Theory and Applications (2016)
~EN PB NWISBN: 9783319382548 bzw. 3319382543, vermutlich in Englisch, Springer, Taschenbuch, neu.
Lieferung aus: Schweiz, Versandfertig innert 4 - 7 Werktagen.
Affine Diffusions and Related Processes: Simulation, Theory and Applications, 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. Taschenbuch, 17.10.2016.
Affine Diffusions and Related Processes: Simulation, Theory and Applications, 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. Taschenbuch, 17.10.2016.
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| Affine Diffusions and Related Processes: Simulation, Theory and Applications | Springer | Softcover reprint of the original 1st ed. 2015 | 2
~EN PB NWISBN: 9783319382548 bzw. 3319382543, vermutlich in Englisch, Springer, Taschenbuch, neu.
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.
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Symbolbild
Affine Diffusions and Related Processes: Simulation, Theory and Applications (Bocconi & Springer Series) (2016)
DE PB NW RPISBN: 9783319382548 bzw. 3319382543, 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.
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Affine Diffusions and Related Processes: Simulation Theory and Applications (2015)
~EN PB NW RPISBN: 3319382543 bzw. 9783319382548, vermutlich in Englisch, Taschenbuch, neu, Nachdruck.
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