Applied Diffusion Processes from Engineering to Finance

0 avg rating
( 0 ratings by Goodreads )
 
9781848212497: Applied Diffusion Processes from Engineering to Finance

The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Lévy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance.

Contents

1. Diffusion Phenomena and Models.
2. Probabilistic Models of Diffusion Processes.
3. Solving Partial Differential Equations of Second Order.
4. Problems in Finance.
5. Basic PDE in Finance.
6. Exotic and American Options Pricing Theory.
7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance.
8. Numerical Methods.
9. Advanced Topics in Engineering: Nonlinear Models.
10. Lévy Processes.
11. Advanced Topics in Insurance: Copula Models and VaR Techniques.
12. Advanced Topics in Finance: Semi-Markov Models.
13. Monte Carlo Semi-Markov Simulation Methods.

About the Authors

Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Télécom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company.
Oronzio Manca is Professor of thermal sciences at Seconda Università degli Studi di Napoli in Italy. He is currently Associate Editor of ASME Journal of Heat Transfer and Journal of Porous Media and a member of the editorial advisory boards for The Open Thermodynamics Journal, Advances in Mechanical Engineering, The Open Fuels & Energy Science Journal.
Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Rome “La Sapienza” in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.

"synopsis" may belong to another edition of this title.

Buy New View Book
List Price: US$ 192.00
US$ 138.83

Convert Currency

Shipping: FREE
From India to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Jacques Janssen
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: 2
Seller:
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-112915

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 138.83
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

2.

Jacques Janssen
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: 2
Seller:
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB112915

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 138.88
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

3.

Jacques Janssen
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: 2
Seller:
Rem Distributors
(NORWALK, CT, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Dust Jacket Condition: New. Shipped promptly and delivered within 3 to 5 working days. For PO BOX, APO, FPO and Puerto Rico addresses delivery done in 20 to 25 working days. Serving customers since 2006. Thousand of satisfied customers!. Bookseller Inventory # REG_9781848212497_Wiley1012_101

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 138.51
Convert Currency

Add to Basket

Shipping: US$ 3.95
Within U.S.A.
Destination, Rates & Speeds

4.

Jacques Janssen
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: 2
Seller:
Basi6 International
(Irving, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-112915

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 143.79
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

5.

Jacques Janssen; Oronzio Manca; Raimondo Manca
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: 2
Seller:
GreatBookPrices
(Columbia, MD, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # 18439997-n

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 151.75
Convert Currency

Add to Basket

Shipping: US$ 2.64
Within U.S.A.
Destination, Rates & Speeds

6.

Jacques Janssen
Published by John Wiley and Sons
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: > 20
Seller:
INDOO
(Avenel, NJ, U.S.A.)
Rating
[?]

Book Description John Wiley and Sons. Book Condition: New. Brand New. Bookseller Inventory # 1848212496

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 150.90
Convert Currency

Add to Basket

Shipping: US$ 3.50
Within U.S.A.
Destination, Rates & Speeds

7.

Jacques Janssen, Oronzio Manca, Raimondo Manca
Published by ISTE Ltd and John Wiley Sons Inc, United Kingdom (2013)
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Hardcover First Edition Quantity Available: 1
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description ISTE Ltd and John Wiley Sons Inc, United Kingdom, 2013. Hardback. Book Condition: New. 1. Auflage. Language: English . Brand New Book. The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Levy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance. Contents 1. Diffusion Phenomena and Models. 2. Probabilistic Models of Diffusion Processes. 3. Solving Partial Differential Equations of Second Order. 4. Problems in Finance. 5. Basic PDE in Finance. 6. Exotic and American Options Pricing Theory. 7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance. 8. Numerical Methods. 9.Advanced Topics in Engineering: Nonlinear Models. 10. Levy Processes. 11. Advanced Topics in Insurance: Copula Models and VaR Techniques. 12. Advanced Topics in Finance: Semi-Markov Models. 13. Monte Carlo Semi-Markov Simulation Methods. About the Authors Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d Actuariat, University of West Brittany, Brest, France) and Telecom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company. Oronzio Manca is Professor of thermal sciences at Seconda Universita degli Studi di Napoli in Italy. He is currently Associate Editor of ASME Journal of Heat Transfer and Journal of Porous Media and a member of the editorial advisory boards for The Open Thermodynamics Journal, Advances in Mechanical Engineering, The Open Fuels Energy Science Journal. Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Rome La Sapienza in Italy.He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models. Bookseller Inventory # AAH9781848212497

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 161.86
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Jacques Janssen, Oronzio Manca, Raimondo Manca
Published by ISTE Ltd and John Wiley Sons Inc, United Kingdom (2013)
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Hardcover First Edition Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description ISTE Ltd and John Wiley Sons Inc, United Kingdom, 2013. Hardback. Book Condition: New. 1. Auflage. Language: English . Brand New Book. The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Levy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance. Contents 1. Diffusion Phenomena and Models. 2. Probabilistic Models of Diffusion Processes. 3. Solving Partial Differential Equations of Second Order. 4. Problems in Finance. 5. Basic PDE in Finance. 6. Exotic and American Options Pricing Theory. 7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance. 8. Numerical Methods. 9.Advanced Topics in Engineering: Nonlinear Models. 10. Levy Processes. 11. Advanced Topics in Insurance: Copula Models and VaR Techniques. 12. Advanced Topics in Finance: Semi-Markov Models. 13. Monte Carlo Semi-Markov Simulation Methods. About the Authors Jacques Janssen is now Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d Actuariat, University of West Brittany, Brest, France) and Telecom-Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company. Oronzio Manca is Professor of thermal sciences at Seconda Universita degli Studi di Napoli in Italy. He is currently Associate Editor of ASME Journal of Heat Transfer and Journal of Porous Media and a member of the editorial advisory boards for The Open Thermodynamics Journal, Advances in Mechanical Engineering, The Open Fuels Energy Science Journal. Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at University of Rome La Sapienza in Italy.He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models. Bookseller Inventory # AAH9781848212497

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 165.28
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Jacques Janssen
Published by ISTE Ltd. (2013)
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Quantity Available: 2
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description ISTE Ltd., 2013. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # FW-9781848212497

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 156.01
Convert Currency

Add to Basket

Shipping: US$ 11.88
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Jacques Janssen, Oronzio Manca, Raimondo Manca
Published by Wiley 2013-03-15, London :|Hoboken, N.J. (2013)
ISBN 10: 1848212496 ISBN 13: 9781848212497
New Hardcover Quantity Available: 1
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Wiley 2013-03-15, London :|Hoboken, N.J., 2013. hardback. Book Condition: New. Bookseller Inventory # 9781848212497

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 173.31
Convert Currency

Add to Basket

Shipping: US$ 7.91
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book