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Language: en
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Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Language: en
Pages: 680
Pages: 680
Type: BOOK - Published: 2011-06-15 - Publisher: Springer Science & Business Media
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Language: en
Pages: 304
Pages: 304
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer e
Language: en
Pages: 868
Pages: 868
Type: BOOK - Published: 2010-07-23 - Publisher: Springer Science & Business Media
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of
Language: en
Pages: 327
Pages: 327
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.