Applied diffusion processes from Engineering to Finance

Name: Applied diffusion processes from Engineering to Finance
Brand: ISTE Ltd and John Wiley & Sons Inc
SKU: 9781848212497
Price: 4395 CZK
Availability: InStock

Autor: Jacques Janssen

Jazyk:

Vazba: Pevná

Vydavatel: ISTE Ltd and John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

4 395 Kč

The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there...

Informace o knize

Autor

Jacques Janssen

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2013

Stránek

410

EAN

9781848212497

ISBN

1848212496

Enbook ID

01999414

Vydavatel

ISTE Ltd and John Wiley & Sons Inc

Hmotnost

754

Rozměry

158 x 232 x 29

Kompletní popis

The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there are many models and solution methods in common for solving real-life problems in these three topics.§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 get the solutions of the different problems presented in the book. Advanced topics such as non-linear 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.

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Applied diffusion processes from Engineering to Finance

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