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Error Calculus for Finance and Physics: The Language of Dirichlet Forms: 37 (De Gruyter Expositions in Mathematics, 37) - Tapa dura
Libro 6 de 95: De Gruyter Expositions in Mathematics
Sinopsis
The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance.
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Acerca del autor
Nicolas Bouleau is Scientific Director at the École Nationale des Ponts, Champs-sur-Marne, France.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Error Calculus for Finance and Physics: The Language of Dirichlet Forms (De Gruyter Expositions in Mathematics, 37)
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hardcover. Condición: Gut. 244 Seiten; 9783110180367.3 Gewicht in Gramm: 1. Nº de ref. del artículo: 1043534
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Error Calculus for Finance and Physics
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Hardcover. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. [.] interesting book [.] Alexander Schied in: Zentralblatt MATH 12/2007. Nº de ref. del artículo: 4453924
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Error Calculus for Finance and Physics
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Error Calculus for Finance and Physics : The Language of Dirichlet Forms
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Error Calculus for Finance and Physics : The Language of Dirichlet Forms
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Error Calculus for Finance and Physics - The Language of Dirichlet Forms (eng)
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Error Calculus for Finance and Physics: The Language of Dirichlet Forms (De Gruyter Expositions in Mathematics, 37)
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Condición: New. In English. Nº de ref. del artículo: ria9783110180367_new
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Error Calculus for Finance and Physics
Publicado por
De Gruyter, De Gruyter Dez 2003, 2003
ISBN 10: 3110180367
ISBN 13: 9783110180367
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Many recent advances in modelling within the applied sciences and engineering have focused on the increasing importance of sensitivity analyses. For a given physical, financial or environmental model, increased emphasis is now placed on assessing the consequences of changes in model outputs that result from small changes or errors in both the hypotheses and parameters. The approach proposed in this book is entirely new and features two main characteristics. Even when extremely small, errors possess biases and variances. The methods presented here are able, thanks to a specific differential calculus, to provide information about the correlation between errors in different parameters of the model, as well as information about the biases introduced by non-linearity. The approach makes use of very powerful mathematical tools (Dirichlet forms), which allow one to deal with errors in infinite dimensional spaces, such as spaces of functions or stochastic processes. The method is therefore applicable to non-elementary models along the lines of those encountered in modern physics and finance. This text has been drawn from presentations of research done over the past ten years and that is still ongoing. The work was presented in conjunction with a course taught jointly at the Universities of Paris 1 and Paris 6. The book is intended for students, researchers and engineers with good knowledge in probability theory. 244 pp. Englisch. Nº de ref. del artículo: 9783110180367
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Error Calculus for Finance and Physics : The Language of Dirichlet Forms
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Many recent advances in modelling within the applied sciences and engineering have focused on the increasing importance of sensitivity analyses. For a given physical, financial or environmental model, increased emphasis is now placed on assessing the consequences of changes in model outputs that result from small changes or errors in both the hypotheses and parameters. The approach proposed in this book is entirely new and features two main characteristics. Even when extremely small, errors possess biases and variances. The methods presented here are able, thanks to a specific differential calculus, to provide information about the correlation between errors in different parameters of the model, as well as information about the biases introduced by non-linearity. The approach makes use of very powerful mathematical tools (Dirichlet forms), which allow one to deal with errors in infinite dimensional spaces, such as spaces of functions or stochastic processes. The method is therefore applicable to non-elementary models along the lines of those encountered in modern physics and finance. This text has been drawn from presentations of research done over the past ten years and that is still ongoing. The work was presented in conjunction with a course taught jointly at the Universities of Paris 1 and Paris 6. The book is intended for students, researchers and engineers with good knowledge in probability theory. Nº de ref. del artículo: 9783110180367
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Error Calculus for Finance and Physics
Publicado por
De Gruyter, De Gruyter Dez 2003, 2003
ISBN 10: 3110180367
ISBN 13: 9783110180367
Nuevo
Tapa dura
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Many recent advances in modelling within the applied sciences and engineering have focused on the increasing importance of sensitivity analyses. For a given physical, financial or environmental model, increased emphasis is now placed on assessing the consequences of changes in model outputs that result from small changes or errors in both the hypotheses and parameters. The approach proposed in this book is entirely new and features two main characteristics. Even when extremely small, errors possess biases and variances. The methods presented here are able, thanks to a specific differential calculus, to provide information about the correlation between errors in different parameters of the model, as well as information about the biases introduced by non-linearity. The approach makes use of very powerful mathematical tools (Dirichlet forms), which allow one to deal with errors in infinite dimensional spaces, such as spaces of functions or stochastic processes. The method is therefore applicable to non-elementary models along the lines of those encountered in modern physics and finance. This text has been drawn from presentations of research done over the past ten years and that is still ongoing. The work was presented in conjunction with a course taught jointly at the Universities of Paris 1 and Paris 6. The book is intended for students, researchers and engineers with good knowledge in probability theory.Walter de Gruyter GmbH, Genthiner Strasse 13, 10785 Berlin 244 pp. Englisch. Nº de ref. del artículo: 9783110180367
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