Alfonsi aurélien (31 resultados)

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: New.

Condición: New. In English.

Condición: New. In English.

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Condición: New.

Condición: New. pp. 268 Softcover reprint of the original 1st ed. 2015 edition NO-PA16APR2015-KAP.

Condición: New. 200.

Hardcover. Condición: Brand New. 2015 edition. 252 pages. 9.25x6.25x0.75 inches. In Stock.

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.…

Paperback. Condición: Brand New. reprint edition. 265 pages. 9.25x6.10x0.63 inches. In Stock.

Taschenbuch. Condición: Neu. Affine Diffusions and Related Processes: Simulation, Theory and Applications | Aurélien Alfonsi | Taschenbuch | Bocconi & Springer Series | xiii | Englisch | 2016 | Springer | EAN 9783319382548 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condición: Sehr gut. Zustand: Sehr gut | Seiten: 268 | Sprache: Englisch | Produktart: Bücher | 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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.…

Condición: As New. Unread book in perfect condition.

Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: As New. Unread book in perfect condition.

Condición: new. Questo è un articolo print on demand.

Condición: new. Questo è un articolo print on demand.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes. 268 pp. Englisch.…

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes. 268 pp. Englisch.…

Condición: New. Print on Demand pp. 268.

Condición: New. Print on Demand 200.

Condición: New. PRINT ON DEMAND pp. 268.

Condición: New. PRINT ON DEMAND 200.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments. The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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. It also presents some models, mostly in the field of finance, where these methods are relevant and provides some numerical experiments.The book explains the mathematical background to understand affine diffusions and analyze the accuracy of the schemes.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 268 pp. Englisch.…