Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Applied Diffusion Processes From Engineering To FinanceISBN13:9781848212497ISBN10:1848212496Author:Janssen, Jacques (Author), Manca, Oronzio (Author), Manca, Raimondo (Author)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, L Vy Processes And Semi-Markov Models In Interactions With The Diffusion Models Are Discussed, As Well As Possible Future Interactions Among Engineering, Finance And Insurance Contents 1 Diffusion Phenomena And Models 2 Probabilistic Models Of Diffusion Processes 3 Solving Partial Differential Equations Of Second Order 4 Problems In Finance 5 Basic Pde In Finance 6 Exotic And American Options Pricing Theory 7 Hitting Times For Diffusion Processes And Stochastic Models In Insurance 8 Numerical Methods 9 Advanced Topics In Engineering: Nonlinear Models 10 L Vy Processes 11 Advanced Topics In Insurance: Copula Models And Var Techniques 12 Advanced Topics In Finance: Semi-Markov Models 13 Monte Carlo Semi-Markov Simulation Methods Binding:Hardcover, HardcoverPublisher:Wiley-IstePublication Date:2013-03-11Weight:1.6 lbsDimensions:1'' H x 9.4'' L x 6.1'' WNumber of Pages:391Language:English
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Book Title: Applied Diffusion Processes From Engineering To Finance
Item Length: 9.5in
Item Height: 1.1in
Item Width: 6.4in
Author: Oronzio Manca, Jacques Janssen, Raimondo Manca
Publication Name: Applied Diffusion Processes from Engineering to Finance
Format: Hardcover
Language: English
Publisher: Wiley & Sons, Incorporated, John
Publication Year: 2013
Type: Textbook
Item Weight: 26.9 Oz
Number of Pages: 416 Pages
