- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
- Retrait gratuit dans votre magasin Club
- 7.000.0000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
Applied Diffusion Processes from Engineering to Finance
Jacques Janssen, Oronzio Manca, Raimondo Manca
Livre relié | Anglais
293,45 €
+ 586 points
Description
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.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 416
- Langue:
- Anglais
Caractéristiques
- EAN:
- 9781848212497
- Date de parution :
- 11-03-13
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 155 mm x 239 mm
- Poids :
- 725 g
Seulement chez Librairie Club
+ 586 points sur votre carte client de Librairie Club
INSPIRATION
Les avis
Nous publions uniquement les avis qui respectent les conditions requises. Consultez nos conditions pour les avis.