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Numerical Solution Stochastic Differential by Eckhard Platen (62 results)
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Condition: good. Used book in good condition. May have some wear to binding, spine, cover, and pages. Some light highlighting markings writing may be present. May have some stickers and or sticker residue present. May be Ex-lib. copy. May NOT include discs, or access code or other supplemental material. We ship Monday-Saturday and respond to inquiries within 24 hours.
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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability, 23)
Published by Springer (edition Corrected), 1992
ISBN 10: 3540540628 ISBN 13: 9783540540625
Language: English
Hardcover. Condition: Very Good. Corrected. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
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Condition: very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
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Hardcover. Condition: Very good. Corr. 3rd print. Excellent condition. Cover is bright, binding is tight, and inside is clean and unmarked.
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Condition: Acceptable. LIGHTNING FAST SHIPPING! A heavily used, but still working copy. Coffee stain and wrinkling to the edge of the pages when a tired undergrad fell asleep and knocked their cup over on their books. The binding and pages of the book have been reinforced with tape, has tape and stickers on the cover, as well as lots of notes (some of the answers in the learning activities may be filled in) on the pages. Definitely not pretty, but it's a working copy at a great price that ships fast. ~ Book does NOT contain an access code or CD/DVD.
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hardcover. Condition: Very Good. Book is in very nice condition, text is unmarked and pages are tight.
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Condition: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear.
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Condition: good. This book is in Good condition. There may be some notes and highligting but otherwise the book is in overall good condition.
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Numerical Solution of Stochastic Differential Equations
Seller: Grey Matter Books, Hadley, MA, U.S.A.
Association Member: SNEAB
Seller rating 4 out of 5 stars
Paperback. Condition: Very Good. Text is unmarked; pages are bright. Binding is sturdy; the spine is creased Cover show a little wear around the corners and at the head and base of the spine. 636pp.
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Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2.95.
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Numerical Solution of Stochastic Differential Equations.
Seller: Antiquariat Renner OHG, Albstadt, Germany
Association Member: BOEV
Seller rating 5 out of 5 stars
US$ 36.15
Convert currencyUS$ 52.65 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketHardcover. Condition: Sehr gut. Berlin, Springer (1992). gr.8°. 85 figs. XXXV, 632 p. Hardbound. (back faded).- Applications of Mathematics 23.- With exercises and solutions.- Incl. bibliography.
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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
Seller: Kisharon Langdon New Chapters, HARROW, United Kingdom
Seller rating 5 out of 5 stars
US$ 96.94
Convert currencyUS$ 13.43 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketHARDBACK BOOK. DIFFERENT PICTURE BOOK. BITS OF STAINS ON THE OUTSIDE OF SOME OF THE PAGES. Sold by the UK charity Kisharon Langdon; offering opportunities and support for people within the autism and learning disability community.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability, 64)
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Seller rating 5 out of 5 stars
US$ 129.55
Convert currencyUS$ 14.31 shipping from United Kingdom to U.S.A.Quantity: 2 available
Add to basketCondition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
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US$ 149.45
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Add to basketCondition: New.
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US$ 148.22
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Add to basketCondition: New.
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Condition: New.
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US$ 148.45
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Add to basketCondition: New.
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Condition: New.
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Hardcover)
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2010
ISBN 10: 3642120571 ISBN 13: 9783642120572
Language: English
Hardcover. Condition: new. Hardcover. 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). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitativemethods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding.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 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). Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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US$ 148.70
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US$ 135.71
Convert currencyUS$ 33.07 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketCondition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1200grams, ISBN:0387540628.
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Condition: New.
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Condition: New.
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability, 64)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 158.04
Convert currencyUS$ 16.11 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In English.
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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 158.04
Convert currencyUS$ 16.11 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Paperback)
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2016
ISBN 10: 3662519739 ISBN 13: 9783662519738
Language: English
Paperback. Condition: new. Paperback. 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). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitativemethods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding.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 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). Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Numerical Solution of Stochastic Differential Equations
Published by Springer Verlag, New York, NY, 1992
ISBN 10: 0387540628 ISBN 13: 9780387540627
Language: English
First Edition
Hardcover. Condition: Fine. First Edition; First Printing. First Edition (1992) , First Printing indicated by a complete numerical sequence. Fine: flawless; the binding is square and secure; the text is clean. Free of creased or dog-eared pages in the text. Free of underlining, hi-lighting, notations, or marginalia. Free of ownership names, dates, addresses, notations, inscriptions, stamps, or labels. Bright, crisp and clean. Corners sharp. Virtually 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. (9.55 x 6.35 x 1 inches) . 40 Illustrations in 43 parts. Language: English. Weight: 27.6 ounces. Hardback: No DJ 'as issued'. The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing with them. To help the reader develop an intuitive understanding and hand-on numerical skills, numerous exercises including PC-exercises are included. This book is one of the finest written on the subject and is suitable for readers in a wide variety of fields, including mathematical finance, random dynamical systems, constructive quantum field theory, and mathematical biology. It is certainly well-suited for classroom use, and it includes computer exercises what are definitely helpful for those who need to develop actual computer code to solve the relevant equations of interest. ; Applications of Mathematics; Vol. 23; Large 8vo 9" - 10" tall; xxxv, 632 pages.
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Numerical Solution of Stochastic Differential Equations
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 158.03
Convert currencyUS$ 20.17 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New.
