Applied diffusion processes from Engineering to Finance

Name: Applied diffusion processes from Engineering to Finance
Brand: ISTE Ltd and John Wiley & Sons Inc
SKU: 9781848212497
Price: 769.31 PLN
Availability: InStock

Autor: Jacques Janssen

Język:

Oprawa: Twarda

Wydawca: ISTE Ltd and John Wiley & Sons Inc

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-18 dni

769.31 zł

The aim of this book is to promote interaction between Engineering, Finance and Insurance, as there...

Informacje o książce

Autor

Jacques Janssen

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2013

strony

410

EAN

9781848212497

ISBN

1848212496

Enbook ID

01999414

Wydawca

ISTE Ltd and John Wiley & Sons Inc

Waga

754

Wymiary

158 x 232 x 29

Pełny opis

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 problems presented in the book. Advanced topics such as non-linear 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.

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