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Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance.
Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.
Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance.
Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.
The presented book is accessible to a wide readership and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
To help the reader to develop a good understanding of the underlying mathematics, exercises with solutions are included.
Includes supplementary material: [...]
Erscheinungsjahr: | 2010 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Seiten: | 888 |
Reihe: | Stochastic Modelling and Applied Probability |
Inhalt: |
xxviii
856 S. |
ISBN-13: | 9783642120572 |
ISBN-10: | 3642120571 |
Sprache: | Englisch |
Herstellernummer: | 12994830 |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: |
Bruti-Liberati, Nicola
Platen, Eckhard |
Auflage: | 2010 |
Hersteller: |
Springer Berlin
Springer Berlin Heidelberg Stochastic Modelling and Applied Probability |
Maße: | 241 x 160 x 52 mm |
Von/Mit: | Nicola Bruti-Liberati (u. a.) |
Erscheinungsdatum: | 17.08.2010 |
Gewicht: | 1,478 kg |
The presented book is accessible to a wide readership and contains many new results on numerical methods but also innovative methodologies in quantitative finance.
To help the reader to develop a good understanding of the underlying mathematics, exercises with solutions are included.
Includes supplementary material: [...]
Erscheinungsjahr: | 2010 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Seiten: | 888 |
Reihe: | Stochastic Modelling and Applied Probability |
Inhalt: |
xxviii
856 S. |
ISBN-13: | 9783642120572 |
ISBN-10: | 3642120571 |
Sprache: | Englisch |
Herstellernummer: | 12994830 |
Ausstattung / Beilage: | HC runder Rücken kaschiert |
Einband: | Gebunden |
Autor: |
Bruti-Liberati, Nicola
Platen, Eckhard |
Auflage: | 2010 |
Hersteller: |
Springer Berlin
Springer Berlin Heidelberg Stochastic Modelling and Applied Probability |
Maße: | 241 x 160 x 52 mm |
Von/Mit: | Nicola Bruti-Liberati (u. a.) |
Erscheinungsdatum: | 17.08.2010 |
Gewicht: | 1,478 kg |