ISBN: 9783319052205 - affine diffusions and related processes: simulation, theory and applications: 6 (bocconi & springer series, 6) (14 resultados)

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. 200.

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

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Buch. 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.…

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: new. Questo è un articolo print on demand.

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 200.

Condición: New. PRINT ON DEMAND 200.

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.…