|
|
Sold Out
Book Categories |
Chapter 1 Diffusion phenomena and models
1.1 The origin of Diffusion processes
1.2 Problems in engineering
1.3 Problems in Finance and Insurance
Chapter 2 Basic mathematical aspects of diffusion processes
2.1 Probabilistic model of diffusion processes
2.2Continuum models of diffusion processes
Chapter 3 pricing problems in finance and interaction with diffusion theory
Chapter 4 Technical methods for solving diffusion problems
4.1 Fourier technique
4.2 Laplace transform
4.3 Green function
4.4 Risk neutral measure
Chapter 5 Numerical methods
5.1 Discretization methods
5.2 Finite elements
5.3 Finite difference/volume methods
5.4 Methods for SDE
Chapter 6 Monte Carlo methods
6.1 Presentation of the methods
6.2 Case of deterministic models
6.3 Case of stochastic models
Chapter 7 Solution of Problems in Engineering
Chapter 8 Solution of Problems in Finance and in Insurance Chapter 9 Advanced topics in Engineering
9.1 Non linear models
Chapter 10 Advanced topics in Finance
10.1 Lévy models
10.2 Semi-Markov models
10.3 Copula methods
Chapter 11 Advanced topics in Insurance
11.1 Semi-Markov models
11.2 Copula methods
Chapter 12 Present and future Interactions among Engineering, Finance and Insurance OMRMJJ
Appendix 1 Stochastic processes
Appendix 2 Itô Calculus
Appendix 3 Partial Differential equations
Appendix 4 n-Dimensional Matrices
References
Index
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Applied Diffusion Processes from Engineering to Finance
X
This Item is in Your Inventory
Applied Diffusion Processes from Engineering to Finance
X
You must be logged in to review the productsX
X
X
Add Applied Diffusion Processes from Engineering to Finance, The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there are many models and solution methods in common for solving real-life problems in these three topics. The authors point out the strict inter-relations t, Applied Diffusion Processes from Engineering to Finance to the inventory that you are selling on WonderClubX
X
Add Applied Diffusion Processes from Engineering to Finance, The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there are many models and solution methods in common for solving real-life problems in these three topics. The authors point out the strict inter-relations t, Applied Diffusion Processes from Engineering to Finance to your collection on WonderClub |