Stochatic Delay Difference and Differential Equations.
Language: English
Published by LAP LAMBERT Academic Publishing Dez 2009, 2009
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 59.01
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -The book deals with the asymptotic behaviour of stochastic difference and functional differential equations of Ito type. The equations have a form which make them suitable to model financial markets in which agents use past prices. The main results of the time sysyetms concern the almost sure largest fluctuations of the cumulative returns. These results are robust to the time-discretisation of the process and to the presence of non-linearities in the traders' demand schedules. The conditions for, and dynamics in, a market experiencing a bubble or crash are also described. Numerical methods which both minimise error and preserve the features of the underlying continuous equation are studied and the methods are simulated on computer. 180 pp. Englisch.
Seller Inventory # 9783838334752
- Title
- Stochatic Delay Difference and Differential Equations.
- Author
- Catherine Swords
- Publisher
- LAP LAMBERT Academic Publishing Dez 2009
- Publication year
- 2009
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3838334752
- ISBN 13
- 9783838334752
- Item weight
- 286 grams
- Dimensions
- 220x150x11 mm
"Synopsis" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
Shipping rates from Germany to U.S.A.
| Item | 5 to 15 business days | 5 to 15 business days |
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BuchWeltWeit Ludwig Meier e.K.
Germany
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