ISBN: 9783319382548 - affine diffusions and related processes: simulation, theory and applications: 6 (bocconi & springer series) (15 resultados)

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Condición: New.

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

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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.

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PF. Condición: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

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.…

Condición: New. Print on Demand pp. 268.

Condición: New. PRINT ON DEMAND pp. 268.

Taschenbuch. 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.…