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Functionals Multidimensional Diffusions Applications by Baldeaux Jan (18 results)
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Functionals of Multidimensional Diffusions with Applications to Finance (Bocconi & Springer Series, 5)
Book 5 of 9: Bocconi & Springer SeriesSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 49.30
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Functionals of Multidimensional Diffusions With Applications to Finance
Book 5 of 9: Bocconi & Springer SeriesSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Functionals of Multidimensional Diffusions with Applications to Finance (Hardcover)
Book 5 of 9: Bocconi & Springer SeriesLanguage: English
Published by Springer International Publishing AG, Cham, 2013
ISBN 10: 3319007467 ISBN 13: 9783319007465
Hardcover. Condition: new. Hardcover. This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Functionals of Multidimensional Diffusions With Applications to Finance
Book 5 of 9: Bocconi & Springer SeriesSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
£ 104.99
£ 15 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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Paperback. Condition: Like New. Like New. book.
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Condition: As New. Unread book in perfect condition.
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Functionals of Multidimensional Diffusions with Applications to Finance (Hardcover)
Book 5 of 9: Bocconi & Springer SeriesLanguage: English
Published by Springer International Publishing AG, Cham, 2013
ISBN 10: 3319007467 ISBN 13: 9783319007465
Hardcover. Condition: new. Hardcover. This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions. This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Condition: New. Print on Demand pp. 452 37 Illus. (27 Col.).
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Condition: New. PRINT ON DEMAND pp. 452.
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Functionals of Multidimensional Diffusions with Applications to Finance
Book 5 of 9: Bocconi & Springer SeriesLanguage: English
Published by Springer International Publishing, 2015
ISBN 10: 3319033344 ISBN 13: 9783319033341
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides the reader in a systematic way with the ability to derive explicit formulas for functionals of multidimensional diffusionsSpecial unique chapters on Lie symmetry group methods and matrix valued Wishart processes Provides the most r.
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Functionals of Multidimensional Diffusions with Applications to Finance
Book 5 of 9: Bocconi & Springer SeriesLanguage: English
Published by Springer International Publishing, 2013
ISBN 10: 3319007467 ISBN 13: 9783319007465
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides the reader in a systematic way with the ability to derive explicit formulas for functionals of multidimensional diffusionsSpecial unique chapters on Lie symmetry group methods and matrix valued Wishart processes Provides the most r.
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Condition: New. Print on Demand pp. 425.
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Condition: New. PRINT ON DEMAND pp. 425.
