Applied diffusion processes from engineering to finance:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London
ISTE Ltd
2013
|
| Series: | Applied stochastic methods series
|
| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Item Description: | Includes bibliographical references (pages 381-391) and index "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."--Publisher's website |
| Physical Description: | 1 Online-Ressource (xv, [393] pages) |
| ISBN: | 9781118578339 1118578333 9781118576687 1118576683 1118578341 9781118578346 1848212496 9781848212497 9781299475588 1299475582 |
Staff View
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| 245 | 1 | 0 | |a Applied diffusion processes from engineering to finance |c Jacques Janssen, Oronzio Manca, Raimondo Manca |
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| 650 | 4 | |a Insurance / Mathematical models | |
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| dewey-full | 519.233 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.233 |
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| discipline | Mathematik |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:50Z |
| institution | BVB |
| isbn | 9781118578339 1118578333 9781118576687 1118576683 1118578341 9781118578346 1848212496 9781848212497 9781299475588 1299475582 |
| language | English |
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| physical | 1 Online-Ressource (xv, [393] pages) |
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| publishDate | 2013 |
| publishDateSearch | 2013 |
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| publisher | ISTE Ltd |
| record_format | marc |
| series2 | Applied stochastic methods series |
| spelling | Janssen, Jacques Verfasser aut Applied diffusion processes from engineering to finance Jacques Janssen, Oronzio Manca, Raimondo Manca London ISTE Ltd 2013 1 Online-Ressource (xv, [393] pages) txt rdacontent c rdamedia cr rdacarrier Applied stochastic methods series Includes bibliographical references (pages 381-391) and index "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."--Publisher's website MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Diffusion processes fast Engineering mathematics fast Finance / Mathematical models fast Insurance / Mathematical models fast Mathematisches Modell Diffusion processes Finance / Mathematical models Insurance / Mathematical models Engineering mathematics Manca, Oronzio Sonstige oth Manca, Raimondo Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118578339 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Janssen, Jacques Applied diffusion processes from engineering to finance MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Diffusion processes fast Engineering mathematics fast Finance / Mathematical models fast Insurance / Mathematical models fast Mathematisches Modell Diffusion processes Finance / Mathematical models Insurance / Mathematical models Engineering mathematics |
| title | Applied diffusion processes from engineering to finance |
| title_auth | Applied diffusion processes from engineering to finance |
| title_exact_search | Applied diffusion processes from engineering to finance |
| title_full | Applied diffusion processes from engineering to finance Jacques Janssen, Oronzio Manca, Raimondo Manca |
| title_fullStr | Applied diffusion processes from engineering to finance Jacques Janssen, Oronzio Manca, Raimondo Manca |
| title_full_unstemmed | Applied diffusion processes from engineering to finance Jacques Janssen, Oronzio Manca, Raimondo Manca |
| title_short | Applied diffusion processes from engineering to finance |
| title_sort | applied diffusion processes from engineering to finance |
| topic | MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Diffusion processes fast Engineering mathematics fast Finance / Mathematical models fast Insurance / Mathematical models fast Mathematisches Modell Diffusion processes Finance / Mathematical models Insurance / Mathematical models Engineering mathematics |
| topic_facet | MATHEMATICS / Probability & Statistics / Stochastic Processes Diffusion processes Engineering mathematics Finance / Mathematical models Insurance / Mathematical models Mathematisches Modell |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118578339 |
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