Applied Diffusion Processes from Engineering to Finance
Language: English
Published by ISTE Ltd and John Wiley & Sons Inc, 2013
- First Edition
- Hardcover
- New
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
AbeBooks seller since February 27, 2001
Condition: New
£ 205.75
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Add to basketItem description from seller
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. Num Pages: 410 pages, illustrations. BIC Classification: PBWL. Category: (P) Professional & Vocational. Dimension: 232 x 158 x 28. Weight in Grams: 754. . 2013. 1st Edition. Hardcover. . . . .
Seller Inventory # V9781848212497
- Title
- Applied Diffusion Processes from Engineering to Finance
- Author
- Jacques Janssen
- Publisher
- ISTE Ltd and John Wiley & Sons Inc
- Publication year
- 2013
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1848212496
- ISBN 13
- 9781848212497
- Edition
- 1st Edition
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Lévy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance.
"Synopsis" may belong to another edition of this title.
About the Author
Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company.
Oronzio Manca is Professor of thermal sciences at Seconda Università degli Studi di Napoli in Italy. He is currently Associate Editor of ASME Journal of Heat Transfer and Journal of Porous Media and a member of the editorial advisory boards for The Open Thermodynamics Journal, Advances in Mechanical Engineering, The Open Fuels & Energy Science Journal.
Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Rome "La Sapienza" in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.
"About the title" may belong to another edition of this title.
Kennys Bookshop and Art Galleries Ltd.
Galway, GY, Ireland
AbeBooks seller since February 27, 2001
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