Numerical solution of stochastic differential equations with jumps in finance
Eckhard Platen; Nicola Bruti-Liberati
| Year of publication: |
2010 ; 1. ed.
|
|---|---|
| Authors: | Platen, Eckhard |
| Publisher: |
Berlin : Springer |
| Subject: | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Simulation | Szenariotechnik | Scenario analysis | Kapitalmarkttheorie | Financial economics | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Stochastische Differentialgleichung | Poisson-Prozess | Zeitdiskrete Approximation | Monte-Carlo-Simulation | Finanzmathematik |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XXVIII, 856 S. graph. Darst. 24 cm |
|---|---|
| Series: | Stochastic modelling and applied probability. - New York, NY : Springer, ISSN 2197-4381, ZDB-ID 2388041-7. - Vol. 64 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. 793 - 834 Erscheint: 1. Mai 2010 |
| ISBN: | 978-3-642-12057-2 ; 978-3-642-13964-8 |
| Classification: | Wahrscheinlichkeitsrechnung ; Mathematische Statistik ; Numerische Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003934874