Sökresultat för: Eckhard Platen
A Benchmark Approach To Quantitative Finance (Inbunden)
avEckhard Platen, David Heath
ISBN: 9783540262121 - UTGIVEN: 2006-09-26Presents useful mathematical tools, and an introduction to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives.[...]
Numerical Solution of Stochastic Differential Equations (Inbunden)
avPeter E. Kloeden, Eckhard Platen
ISBN: 9783540540625 - UTGIVEN: 201110The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors dr[...]
