Error calculus for finance and physics : the language of Dirichlet forms

Nicolas Bouleau

The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields powerful new tools allowing to manage errors in stochastic models as those used in modern finance

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Year of publication:	2003
Authors:	Bouleau, Nicolas
Publisher:	Berlin [u.a.] : de Gruyter
Subject:	Fehlerrechnung \| Dirichletsche Form
Description of contents:	Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [degruyter.com] ; Description [degruyter.com] ; Description [zbmath.org]

Extent:	Online-Ressource (PDF-Datei, 244 p.)
Series:	De Gruyter expositions in mathematics ; 37 De Gruyter Expositions in Mathematics ; 37 De Gruyter eBook-Paket Mathematik und Physik
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Einführung
Language:	English
Notes:	Includes bibliographical references and index Preface; Contents; Chapter I Intuitive introduction to error structures; Chapter II Strongly-continuous semigroups and Dirichlet forms; Chapter III Error structures; Chapter IV Images and products of error structures; Chapter V Sensitivity analysis and error calculus; Chapter VI Error structures on fundamental spaces space; Chapter VII Application to financial models; Chapter VIII Applications in the field of physics; Index In English
ISBN:	978-3-11-019929-1 ; 3-11-018036-7 ; 978-3-11-018036-7 ; 978-3-11-019929-1
Other identifiers:	10.1515/9783110199291 [DOI]
Classification:	Analysis: Sonstiges ; Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014509583