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Numerical Solution of Stochastic Differential Equations with Jumps in Finance [Repost]
Author: ChrisRedfield

Eckhard Platen, Nicola Bruti-Liberati - Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Published: 2010-08-17 | ISBN: 3642120571 | PDF | 856 pages | 17 MB
Details
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)
Author: libr

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). Details
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)
Author: interes

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). Details
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Author: Specialselection

Eckhard Platen, Nicola Bruti-Liberati, "Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability)"
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb
Details
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps [Repost]
Author: ChrisRedfield

Lukasz Delong - Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Published: 2013-06-11 | ISBN: 1447153308 | PDF | 288 pages | 2.1 MB
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Author: nebulae

Lukasz Delong, "Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps"
English | ISBN: 1447153308 | 2013 | 286 pages | PDF | 3 MB
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Financial Modelling with Jump Processes
Author: Specialselection

Peter Tankov, Rama Cont, "Financial Modelling with Jump Processes"
English | 2003-12-30 | ISBN: 1584884134 | 527 pages | DJVU | 5.1 mb
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Theory of Stochastic Differential Equations with Jumps and Applications [Repost]
Author: tanas.olesya

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering by Rong SITU
English | Apr. 20, 2005 | ISBN: 0387250832 | 434 Pages | PDF | 17 MB

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. Details
Rong SITU, Theory of Stochastic Differential Equations with Jumps and Applications (Repost)
Author: Direktor69

Rong SITU, Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering
ISBN: 0387250832 | edition 2005 | PDF | 443 pages | 17 mb

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere. Details
Option Pricing and Estimation of Financial Models with R (repost)
Author: interes

Option Pricing and Estimation of Financial Models with R by Stefano M. Iacus
1 edition | English | May 24, 2011 | ISBN: 0470745843 | 478 pages | PDF | 4,4 MB

The aim of this book is twofold. The first goal is to summarize elementary and advanced topics on modern option pricing: from the basic models of the Black & Scholes theory to the more sophisticated approach based on Lévy processes and other jump processes. Details
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