Stochatic Delay Difference and Differential Equations.
Language: English
Published by LAP LAMBERT Academic Publishing Dez 2009, 2009
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
£ 59.01
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Add to basketItem description from seller
This item is printed on demand - Print on Demand Titel. 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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 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
- 220x150x12 mm
"Synopsis" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
Shipping rates from Germany to U.S.A.
| Item | 60 to 60 business days | 60 to 60 business days |
|---|---|---|
| First item | £ 50.55 | £ 63.19 |
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