Lévy Matters I : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
Language: English
Published by Springer, 2010
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 54.11
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.
Seller Inventory # 9783642140068
- Title
- Lévy Matters I : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
- Author
- Oleg Reichmann
- Publisher
- Springer
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3642140068
- ISBN 13
- 9783642140068
- Item weight
- 381 grams
- Dimensions
- 235x155x14 mm
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