Functionals of Multidimensional Diffusions with Applications to Finance

Language: English

Published by Springer, Palgrave Macmillan Aug 2015, 2015

3319033344 / 9783319033341

Series: Book 5 of 9 - Bocconi & Springer Series

  • Softcover
  • New
See all details

Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000

5-star seller

AbeBooks seller since January 23, 2017

View this seller's items
Softcover

Condition: New

US$ 63.23

US$ 68.87 shipping 
Ships from Germany to U.S.A.

Quantity: 1 available

Add to basket
Free 30-day returns

Item description from seller

This item is printed on demand - Print on Demand Titel. Neuware -This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions.¿Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 452 pp. Englisch.

Seller Inventory # 9783319033341

Title
Functionals of Multidimensional Diffusions with Applications to Finance
Author
Jan Baldeaux
Publisher
Springer, Palgrave Macmillan Aug 2015
Publication year
2015
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319033344
ISBN 13
9783319033341
Item weight
680 grams
Dimensions
235x155x25 mm
Series
Book 5 of 9: Bocconi & Springer Series

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

5-star seller

AbeBooks seller since January 23, 2017

Shipping rates from Germany to U.S.A.

Item60 to 60 business days60 to 60 business days
First itemUS$ 68.87US$ 86.09
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

  • Visa
  • Mastercard
  • American Express
  • Apple Pay
  • Google Pay
  • Check
  • Paypal

Store description

Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

Specialty

Modernes Antiquariat - Bücher von 1960 bis heute

Seller's business information

buchversandmimpf2000

Germany