Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications, ?ukasz Delong

Автор: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 12717.00 р. 18167.00 -30%
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Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Автор: Rong SITU
Название: Theory of Stochastic Differential Equations with Jumps and Applications
ISBN: 1441937714 ISBN-13(EAN): 9781441937711
Издательство: Springer
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Цена: 26120.00 р.
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Описание: 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.

Автор: Frees
Название: Predictive Modeling Applications in Actuarial Science
ISBN: 1107029880 ISBN-13(EAN): 9781107029880
Издательство: Cambridge Academ
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Цена: 14098.00 р.
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Описание: Predictive modeling involves the use of data to forecast future events. Building on the foundations developed in the first volume, Volume 2 examines applications of predictive modeling, focusing on property and casualty insurance, exposing readers to a variety of techniques in real-life contexts that demonstrate the value of predictive modeling.

Автор: Eckhard Platen; Nicola Bruti-Liberati
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3662519739 ISBN-13(EAN): 9783662519738
Издательство: Springer
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Цена: 9776.00 р.
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Описание: This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.

Автор: Boris L. Rozovskii; Richard B. Sowers
Название: Stochastic Partial Differential Equations and Their Applications
ISBN: 3540552928 ISBN-13(EAN): 9783540552925
Издательство: Springer
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Цена: 12157.00 р.
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Описание: The main topics for discussion at the confe-rence were: non-linear SPDE`s and Markov property for randomfields, modern stochastic calculuses, numerical and asympto-tic methods for SPDE`s, applications of SPDE`s with emphasisonnon-linear filtering, stochastic control and statisticalfluid dynamics.

Автор: Frees
Название: Predictive Modeling Applications in Actuarial Science
ISBN: 1107029872 ISBN-13(EAN): 9781107029873
Издательство: Cambridge Academ
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Цена: 11246.00 р.
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Описание: This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.