Numerical Solutions of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations with Jumps in Finance [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Oct. 24, 2014
Numerical Solution of Stochastic Differential Equations with Jumps in Finance [Repost]

Eckhard Platen, Nicola Bruti-Liberati - Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Published: 2010-08-17 | ISBN: 3642120571 | PDF | 856 pages | 17 MB
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
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).

Numerical Solutions of Partial Differential Equations  eBooks & eLearning

Posted by ChrisRedfield at June 1, 2014
Numerical Solutions of Partial Differential Equations

Silvia Bertoluzza, Silvia Falletta, Giovanni Russo, Chi-Wang Shu - Numerical Solutions of Partial Differential Equations
Published: 2008-12-10 | ISBN: 3764389397 | PDF | 202 pages | 3 MB
Numerical Solution of Stochastic Differential Equations with Jumps in Finance (repost)

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability) by Eckhard Platen, Nicola Bruti-Liberati
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).

Numerical Solution of Stochastic Differential Equations with Jumps in Finance  eBooks & eLearning

Posted by Specialselection at April 27, 2012
Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Eckhard Platen, Nicola Bruti-Liberati, "Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability)"
English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

T.E. Govindan, "Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications"
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

T.E. Govindan, "Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications"
English | ISBN: 3319456822 | 2016 | 428 pages | PDF | 5 MB

Numerical Approximation of Partial Differential Equations  eBooks & eLearning

Posted by Underaglassmoon at June 13, 2016
Numerical Approximation of Partial Differential Equations

Numerical Approximation of Partial Differential Equations
Springer | Texts in Applied Mathematics | July 3 2016 | ISBN-10: 3319323539 | 535 pages | pdf | 8.48 mb

Authors: Bartels, Sören
Matlab implementations illustrate the devised methods
Problems, projects, and quizzes allow for self-evaluation
Includes theoretical and physical backgrounds of mathematical models

Numerical Approximation of Partial Differential Equations  eBooks & eLearning

Posted by step778 at March 3, 2015
Numerical Approximation of Partial Differential Equations

Alfio Quarteroni, Alberto Valli, "Numerical Approximation of Partial Differential Equations"
2008 | pages: 549 | ISBN: 3540852670 | PDF | 22,4 mb
Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications (repost)

Numerical Solution of Partial Differential Equations: Theory, Algorithms, and Their Applications by Oleg P. Iliev, Svetozar D. Margenov, Peter D Minev and Panayot S. Vassilevski
English | ISBN: 1461471710 | 2013 | 340 pages | PDF | 3,6 MB

One of the current main challenges in the area of scientific computing is the design and implementation of accurate numerical models for complex physical systems which are described by time dependent coupled systems of nonlinear PDEs.