Numerical Solutions of Stochastic Differential Equations

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 (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 [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 Solutions of Partial Differential Equations  

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

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

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

Theory of Stochastic Differential Equations with Jumps and Applications [Repost]  eBooks & eLearning

Posted by tanas.olesya at May 24, 2016
Theory of Stochastic Differential Equations with Jumps and Applications [Repost]

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering by Rong SITU
English | Apr. 20, 2005 | ISBN: 0387250832 | 434 Pages | PDF | 17 MB

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs.

Numerical Treatment of Partial Differential Equations [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Feb. 13, 2016
Numerical Treatment of Partial Differential Equations [Repost]

Christian Grossmann, Hans-G. Roos, Martin Stynes - Numerical Treatment of Partial Differential Equations
Published: 2007-11-16 | ISBN: 3540715827 | PDF | 596 pages | 6.69 MB
Numerical Solution of Partial Differential Equations: An Introduction (repost)

K. W. Morton, D. F. Mayers, "Numerical Solution of Partial Differential Equations: An Introduction"
English | 2005-04-11 | ISBN: 0521607930 | 293 pages | PDF | 4 mb