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

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

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

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

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

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

Posted by **tanas.olesya** at May 24, 2016

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.

Posted by **ChrisRedfield** at Feb. 13, 2016

Published: 2007-11-16 | ISBN: 3540715827 | PDF | 596 pages | 6.69 MB

Posted by **libr** at Dec. 29, 2015

English | 2005-04-11 | ISBN: 0521607930 | 293 pages | PDF | 4 mb