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Language: en
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Type: BOOK - Published: 2006-05-06 - Publisher: Springer Science & Business Media
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic
Language: en
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
Type: BOOK - Published: 2013-06-12 - Publisher: Springer Science & Business Media
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BS
Language: en
Pages: 228
Pages: 228
Type: BOOK - Published: 1999-08-05 - Publisher: CRC Press
Many important physical variables satisfy certain dynamic evolution systems and can take only non-negative values. Therefore, one can study such variables by st
Language: en
Pages: 666
Pages: 666
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Language: en
Pages: 868
Pages: 868
Type: BOOK - Published: 2010-07-23 - Publisher: Springer Science & Business Media
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of
