Posted by **ChrisRedfield** at Oct. 24, 2014

Published: 2010-08-17 | ISBN: 3642120571 | PDF | 856 pages | 17 MB

Posted by **libr** at Sept. 12, 2014

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Posted by **ChrisRedfield** at June 1, 2014

Published: 2008-12-10 | ISBN: 3764389397 | PDF | 202 pages | 3 MB

Posted by **interes** at April 2, 2014

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Posted by **Specialselection** at April 27, 2012

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

Posted by **nebulae** at Nov. 1, 2017

English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB

Posted by **arundhati** at Oct. 26, 2017

2013 | ISBN: 1461471710 | 340 pages | EPUB, PDF (reup) | 4 + 4 MB

Posted by **arundhati** at Jan. 9, 2017

English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB

Posted by **nebulae** at Nov. 25, 2016

English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB

Posted by **Underaglassmoon** at June 13, 2016

Springer | Texts in Applied Mathematics | July 3 2016 | ISBN-10: 3319323539 | 535 pages | pdf | 8.48 mb

Authors: Bartels, SÃ¶ren

Problems, projects, and quizzes allow for self-evaluation

Includes theoretical and physical backgrounds of mathematical models