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Synopsis
《金融数学中的带跳随机微分方程数值解》主要阐述Wiener和Possion过程或者Possion跳度形成的随机微分方程的离散时间分散值的设计和分析。在金融和精算模型中及其他应用领域，这样的跳跃扩散常被用来描述不同状态变量的动态。在金融领域，这些可能代表资产价格，信用等级，股票指数，利率，外汇汇率或商品价格。本书主要介绍离散随机方程的近似离散值解的有效性和数值稳定性。读者对象：应用数学专业研究生
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Financial mathematics with jump in the stochastic differential equation numerical solution(Chinese Edition)
ISBN 10: 7510071186
ISBN 13: 9787510071188
New
paperback
Seller: liu xing, Nanjing, JS, China
Seller rating 5 out of 5 stars
paperback. Condition: New. Language:Chinese.Paperback. Pub Date: 2017-04-01 Publisher: world book publishing company with jump in the financial mathematics stochastic differential equation numerical solution. mainly including Wiener and Possion process or Possion dancing form of stochastic differential equation of discrete time dispersion value of design and analysis.In the finance and actuarial model. and other applications. such a jump diffusion. Seller Inventory # NI075150