Applied Diffusion Processes from Engineering to Finance.

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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 that exist among the diffusion models used in Engi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Janssen, Jacques
Otros Autores: Manca, Oronzio, Manca, Raimondo
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : Wiley, 2013.
Colección:ISTE.
Temas:
Business mathematics.
Differential equations, Partial.
Diffusion processes.
Engineering mathematics.
Mathématiques financières.
Équations aux dérivées partielles.
Processus de diffusion.
Mathématiques de l'ingénieur.
Business mathematics
Differential equations, Partial
Diffusion processes
Engineering mathematics
Acceso en línea:Texto completo
Descripción
Sumario: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 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 get the solutions of the different pro.
Descripción Física:1 online resource (411 pages).
ISBN:9781118578346
1118578341
9781118576687
1118576683

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