Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability, 64)

Name: Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability, 64)
Brand: Springer
SKU: 9783662519738
Rating: 4 (2 reviews)
ISBN: 9783662519738

Numerical Solution of Stochastic Differential Equations with Jumps in Finance (Stochastic Modelling and Applied Probability, 64) image

ISBN-10:

3662519739

ISBN-13:

9783662519738

Author(s): Platen, Eckhard; Bruti-Liberati, Nicola

Edition: Softcover reprint of the original 1st ed. 2010

Released: Aug 23, 2016

Publisher: Springer

Format: Paperback, 884 pages

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Description:

This volume provides an introduction to stochastic differential equations with jumps, in both theory and application. The book is accessible and contains many new results on numerical methods but also innovative methodologies in quantitative finance.

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