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Functionals of Multidimensional Diffusions with Applications to Finance, Jan Baldeaux; Eckhard Platen


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Автор: Jan Baldeaux; Eckhard Platen
Название:  Functionals of Multidimensional Diffusions with Applications to Finance
ISBN: 9783319033341
Издательство: Springer
Классификация:


ISBN-10: 3319033344
Обложка/Формат: Paperback
Страницы: 425
Вес: 0.63 кг.
Дата издания: 14.08.2015
Серия: Bocconi & Springer Series
Язык: English
Размер: 234 x 156 x 23
Основная тема: Mathematics
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This research monograph provides an introduction to tractable multidimensional diffusion models. It also offers an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals.


Exponential Functionals of Brownian Motion and Related Processes

Автор: Yor Marc
Название: Exponential Functionals of Brownian Motion and Related Processes
ISBN: 3540659439 ISBN-13(EAN): 9783540659433
Издательство: Springer
Цена: 9776.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of LГ©vy processes are indicated. Some papers originally published in French are made available in English for the first time.

Diffusions, Markov Processes and Martingales

Автор: L. C. G. Rogers
Название: Diffusions, Markov Processes and Martingales
ISBN: 0521775930 ISBN-13(EAN): 9780521775939
Издательство: Cambridge Academ
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Цена: 11563.00 р.
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Описание: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Multidimensional Queueing Models in Telecommunication Networks

Автор: Agassi Melikov; Leonid Ponomarenko
Название: Multidimensional Queueing Models in Telecommunication Networks
ISBN: 3319086685 ISBN-13(EAN): 9783319086682
Издательство: Springer
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Цена: 11878.00 р.
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Описание: The increasing complexity of telecommunication networks requires us to develop adequate mathematical models. The central problem of the related mathematical theory is to apply multidimensional and large-size queueing models to improve efficiency.

Mathematics of Multidimensional Seismic Imaging, Migration, and Inversion

Автор: Bleistein N., Cohen J.K., Stockwell John W. Jr.
Название: Mathematics of Multidimensional Seismic Imaging, Migration, and Inversion
ISBN: 0387950613 ISBN-13(EAN): 9780387950617
Издательство: Springer
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Цена: 13409.00 р.
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Описание: In the last 40 years geophysicists have found that it is possible to construct images and even determine important physical characteristics of rocks that can yield information about oil and gas bearing structures in the earth. To make these images and extract this information requires the application of an advanced understanding of the mathematical physics of wave propagation. The oil and gas industry labels a major collection of the necessary seismic data processing methods by the name seismic "migration". This text ist the first to treat many kinds of migration in a unified mahtematical way. The audience is mathematically oriented geophysicists or applied mathematicians working in the field of "inverse scattering imaging". The text can serve as a bridge between the applied math and geophysics community by presenting geophysicists with a practical introduction to advanced engineering mathematics, while presenting mathematicians with a window into the world of the mathematically sophistiated geophysicist.

The Guide to Pamir: Theory and Use of Parameterized Adaptive Multidimensional Integration Routines

Автор: L. Adler Stephen
Название: The Guide to Pamir: Theory and Use of Parameterized Adaptive Multidimensional Integration Routines
ISBN: 9814425044 ISBN-13(EAN): 9789814425049
Издательство: World Scientific Publishing
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Цена: 3643.00 р.
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Описание: Suitable for physicists, applied mathematicians, computer scientists, and engineers, this book presents introductory materials, similar to that on the PAMIR website. It also offers details on the use of the programs than is on the website.

Guide To Pamir, The: Theory And Use Of Parameterized Adaptive Multidimensional Integration Routines

Автор: Adler Stephen L
Название: Guide To Pamir, The: Theory And Use Of Parameterized Adaptive Multidimensional Integration Routines
ISBN: 9814425036 ISBN-13(EAN): 9789814425032
Издательство: World Scientific Publishing
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Цена: 7603.00 р.
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Описание: Suitable for physicists, applied mathematicians, computer scientists, and engineers, this book presents introductory materials, similar to that on the PAMIR website. It also offers details on the use of the programs than is on the website.

Affine diffusions and related processes: simulation, theory and applications

Автор: Alfonsi, Aurelien
Название: Affine diffusions and related processes: simulation, theory and applications
ISBN: 3319052209 ISBN-13(EAN): 9783319052205
Издательство: Springer
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Цена: 11878.00 р.
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Описание: 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.

Interacting Boson Model from Energy Density Functionals

Автор: Kosuke Nomura
Название: Interacting Boson Model from Energy Density Functionals
ISBN: 443154741X ISBN-13(EAN): 9784431547419
Издательство: Springer
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Цена: 13059.00 р.
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Описание: This truly groundbreaking thesis integrates nuclear energy density functional theory and the algebraic, interacting boson model. Bridging a longstanding theoretical chasm in physics, it reveals the origins of the latter in nucleon degrees of freedom.


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