eckhard platen
A Benchmark Approach to Quantitative Finance
Sofort lieferbarP A framework for financial market modeling, the benchmark approach extends beyond standard risk...
Functionals of Multidimensional Diffusions with Applications to Finance
Sofort lieferbarThis research monograph provides an introduction to tractable multidimensional diffusion models, ...
Numerical Solution of Stochastic Differential Equations
Print on DemandThe aim of this book is to provide an accessible introduction to stochastic differ ential equati...
Functionals of Multidimensional Diffusions with Applications to Finance
Print on DemandThis research monograph provides an introduction to tractable multidimensional diffusion models, ...
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Print on DemandIn financial and actuarial modeling and other areas of application, stochastic differential equat...
Numerical Solution of Stochastic Differential Equations
Print on DemandThe numerical analysis of stochastic differential equations (SDEs) differs significantly from tha...
Numerical Solution of SDE Throught Computer Experiments
Print on DemandThis is a computer experimental introduction to the numerical solution of stochastic differential...
A Benchmark Approach to Quantitative Finance
Print on DemandIn recent years products based on ?nancial derivatives have become an ind- pensabletoolforriskman...
Functionals of Multidimensional Diffusions with Applications to Finance
Print on DemandThis research monograph provides an introduction to tractable multidimensional diffusion models, ...
A Benchmark Approach to Quantitative Finance
Print on DemandIn recent years products based on ?nancial derivatives have become an ind- pensabletoolforriskman...
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Print on DemandIn financial and actuarial modeling and other areas of application, stochastic differential equat...
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